Q3 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NVS | Sell | Novartis AG (ADR)adr | $276,530,464 | -2.0% | 2,714,809 | -2.9% | 3.23% | +28.1% |
| XOM | Sell | Exxon Mobil Corp. | $270,779,443 | +3.9% | 2,302,938 | -5.2% | 3.16% | +35.8% |
| JPM | Sell | JP Morgan Chase & Co. | $268,345,469 | -3.5% | 1,850,403 | -3.3% | 3.13% | +26.1% |
| CVX | Sell | Chevron Corp. | $265,853,984 | +4.6% | 1,576,646 | -2.4% | 3.10% | +36.7% |
| MRK | Sell | Merck & Co. Inc. | $252,405,266 | -13.9% | 2,451,727 | -3.5% | 2.95% | +12.7% |
| CSCO | Sell | Cisco Systems Inc. | $248,647,182 | -3.3% | 4,625,134 | -7.0% | 2.90% | +26.4% |
| PM | Sell | Philip Morris International In | $237,146,856 | -8.9% | 2,561,534 | -3.9% | 2.77% | +19.1% |
| MS | Sell | Morgan Stanley | $236,306,689 | -6.3% | 2,893,433 | -2.1% | 2.76% | +22.5% |
| CMCSA | Sell | Comcast Corp. (Cl A) | $231,927,066 | +4.2% | 5,230,651 | -2.4% | 2.71% | +36.3% |
| MDT | Sell | Medtronic PLC | $230,325,832 | -14.2% | 2,939,329 | -3.5% | 2.69% | +12.2% |
| BCE | Sell | BCE Inc. | $227,111,926 | -18.9% | 5,950,011 | -3.1% | 2.65% | +6.0% |
| DUK | Buy | Duke Energy Corp. | $225,910,928 | +1.1% | 2,559,607 | +2.8% | 2.64% | +32.2% |
| UL | Sell | Unilever PLC (ADR)adr | $220,667,333 | -6.9% | 4,466,950 | -1.7% | 2.58% | +21.8% |
| CB | Sell | Chubb Ltd. | $220,007,308 | +4.8% | 1,056,813 | -3.1% | 2.57% | +37.0% |
| JNJ | Sell | Johnson & Johnson | $213,030,523 | -22.6% | 1,367,772 | -17.8% | 2.49% | +1.2% |
| GD | Sell | General Dynamics Corp. | $211,258,711 | +0.3% | 956,052 | -2.3% | 2.47% | +31.2% |
| New | Kenvue Inc | $207,926,536 | – | 10,354,907 | – | 2.43% | – | |
| DOW | Sell | Dow Inc | $204,217,955 | -4.2% | 3,960,783 | -1.0% | 2.38% | +25.3% |
| VICI | Sell | Vici Properties Inc. | $200,567,067 | -8.2% | 6,892,339 | -0.9% | 2.34% | +20.0% |
| AVGO | Sell | Broadcom Ltd. | $196,101,404 | -25.2% | 236,102 | -21.8% | 2.29% | -2.1% |
| JCI | Buy | Johnson Controls International | $189,923,735 | -17.2% | 3,569,324 | +6.1% | 2.22% | +8.3% |
| RTX | Buy | RTX Corp | $184,630,315 | -26.2% | 2,565,379 | +0.4% | 2.16% | -3.5% |
| COP | Sell | ConocoPhillips | $177,708,070 | +7.4% | 1,483,373 | -7.1% | 2.08% | +40.5% |
| GPC | Sell | Genuine Parts Co. | $172,252,511 | -16.6% | 1,193,050 | -2.3% | 2.01% | +9.1% |
| PEAK | Buy | Healthpeak Properties Inc | $159,218,446 | +3.9% | 8,672,029 | +13.8% | 1.86% | +35.9% |
| BAC | Sell | Bank of America Corp. | $145,994,636 | -4.8% | 5,332,163 | -0.2% | 1.70% | +24.5% |
| NEE | Sell | NextEra Energy Inc. | $144,919,115 | -23.9% | 2,529,571 | -1.4% | 1.69% | -0.4% |
| LOW | Sell | Lowe's Companies Inc. | $142,397,627 | -11.9% | 685,131 | -4.3% | 1.66% | +15.2% |
| C | Sell | Citigroup Inc. | $139,052,308 | -13.3% | 3,380,800 | -2.9% | 1.62% | +13.4% |
| MO | Sell | Altria Group Inc. | $138,971,456 | -12.6% | 3,304,910 | -5.8% | 1.62% | +14.3% |
| TFC | Buy | Truist Financial Corp | $138,257,423 | +0.8% | 4,832,486 | +6.9% | 1.61% | +31.8% |
| PFE | Sell | Pfizer Inc. | $132,039,885 | -11.5% | 3,980,702 | -2.2% | 1.54% | +15.6% |
| UPS | Sell | United Parcel Service Inc. | $124,708,580 | -15.7% | 800,081 | -3.0% | 1.46% | +10.3% |
| INTC | Sell | Intel Corp. | $114,813,306 | +0.6% | 3,229,629 | -5.4% | 1.34% | +31.5% |
| TRV | Sell | The Travelers Companies Inc. | $108,821,972 | -6.2% | 666,352 | -0.2% | 1.27% | +22.7% |
| TGT | Buy | Target Corp. | $106,543,189 | -14.8% | 963,581 | +1.6% | 1.24% | +11.4% |
| T | Buy | AT&T Inc. | $104,512,585 | +3.5% | 6,958,228 | +9.9% | 1.22% | +35.4% |
| MSFT | Sell | Microsoft Corp. | $97,118,436 | -11.0% | 307,580 | -4.0% | 1.13% | +16.4% |
| DEO | Sell | Diageo PLC (ADR)adr | $84,905,315 | -14.7% | 569,147 | -0.8% | 0.99% | +11.5% |
| EOG | Sell | EOG Resources Inc. | $73,296,262 | +5.4% | 578,229 | -4.9% | 0.86% | +37.8% |
| RIO | Sell | Rio Tinto PLC (ADR)adr | $68,642,036 | -4.0% | 1,078,599 | -3.7% | 0.80% | +25.5% |
| VZ | Buy | Verizon Communications Inc. | $67,436,639 | -9.9% | 2,080,736 | +3.4% | 0.79% | +17.8% |
| PPL | Buy | PPL Corp. | $64,076,140 | -5.1% | 2,719,700 | +6.6% | 0.75% | +24.0% |
| BMY | Buy | Bristol-Myers Squibb Co. | $61,016,939 | -9.1% | 1,051,291 | +0.2% | 0.71% | +18.9% |
| KOF | Buy | Coca-Cola Femsa SAB de CV (ADR)adr | $58,381,915 | +0.7% | 744,288 | +7.0% | 0.68% | +31.9% |
| CAG | Buy | Conagra Brands Inc. | $53,366,534 | -11.5% | 1,946,263 | +8.8% | 0.62% | +15.8% |
| QCOM | Sell | Qualcomm Inc. | $51,081,433 | -7.1% | 459,944 | -0.5% | 0.60% | +21.4% |
| TM | Buy | Toyota Motor Corp. (ADR)adr | $50,388,002 | +88.0% | 280,323 | +68.1% | 0.59% | +146.0% |
| ALL | Buy | The Allstate Corp. | $50,273,085 | +5.3% | 451,244 | +3.0% | 0.59% | +37.8% |
| CCEP | Buy | Coca Cola Euro Pacific Partner | $48,640,499 | +29.4% | 778,497 | +33.4% | 0.57% | +69.0% |
| BAX | Buy | Baxter International Inc. | $46,578,670 | -13.9% | 1,234,199 | +3.9% | 0.54% | +12.6% |
| TTE | Sell | TotalEnergies SE (ADR)adr | $46,477,373 | -0.4% | 706,773 | -12.7% | 0.54% | +30.5% |
| Sell | Shell PLC (ADR)adr | $42,169,111 | +4.9% | 655,003 | -1.6% | 0.49% | +37.0% | |
| SNY | Buy | Sanofi (ADR)adr | $41,871,387 | +1.6% | 780,600 | +2.1% | 0.49% | +32.9% |
| BTI | Buy | British American Tobacco PLC (ADR)adr | $40,630,868 | -1.9% | 1,293,565 | +3.7% | 0.47% | +28.1% |
| BXP | Sell | Boston Properties Inc. | $38,447,655 | -32.7% | 646,396 | -34.8% | 0.45% | -12.0% |
| PWCDF | Buy | Power Corporation of Canada | $36,610,798 | -4.0% | 1,435,036 | +1.4% | 0.43% | +25.6% |
| UNP | Buy | Union Pacific Corp. | $35,157,330 | +612.6% | 172,653 | +616.0% | 0.41% | +831.8% |
| WOPEY | Buy | Woodside Energy Group Ltd. (ADR)adr | $32,928,256 | +2.4% | 1,413,837 | +1.9% | 0.38% | +33.8% |
| ASX | Buy | ASE Technology Holding Companyadr | $32,722,286 | -3.5% | 4,351,368 | +0.0% | 0.38% | +26.1% |
| CCI | New | Crown Castle Inc. | $30,444,720 | – | 330,813 | – | 0.36% | – |
| IBN | Buy | ICICI Bank Ltd. (ADR)adr | $28,766,135 | +2.8% | 1,244,210 | +2.6% | 0.34% | +34.4% |
| TSM | Sell | Taiwan Semiconductor Manufactuadr | $26,303,674 | -23.4% | 302,689 | -11.0% | 0.31% | 0.0% |
| CPA | Buy | Copa Holdings SA | $15,197,990 | -7.6% | 170,534 | +14.6% | 0.18% | +20.4% |
| INDA | Buy | iShares MSCI India ETF | $10,467,670 | +18.4% | 236,718 | +17.0% | 0.12% | +54.4% |
| EWT | Sell | iShares MSCI Taiwan ETF | $9,497,124 | -7.6% | 213,179 | -2.5% | 0.11% | +20.7% |
| EWY | Sell | iShares MSCI South Korea ETF | $8,233,564 | -13.0% | 139,694 | -6.5% | 0.10% | +12.9% |
| PBR | Buy | Petroleo Brasileiro SA (ADR)adr | $8,085,006 | +145.9% | 539,360 | +126.9% | 0.09% | +224.1% |
| ET | Sell | Energy Transfer LP | $6,111,735 | +7.5% | 435,619 | -2.7% | 0.07% | +39.2% |
| ORCL | Sell | Oracle Corp. | $4,543,121 | -30.3% | 42,892 | -21.7% | 0.05% | -8.6% |
| MDLZ | Sell | Mondelez International Inc. | $4,580,122 | -13.5% | 65,996 | -9.1% | 0.05% | +12.8% |
| EPD | Buy | Enterprise Products Partners L | $4,380,705 | +91.6% | 160,055 | +84.5% | 0.05% | +155.0% |
| ITUB | Buy | Itau Unibanco Holding SA (ADR)adr | $4,139,003 | +263.9% | 770,764 | +299.8% | 0.05% | +380.0% |
| ETN | Sell | Eaton Corp. PLC | $3,905,797 | -11.5% | 18,313 | -16.6% | 0.05% | +17.9% |
| AXP | Sell | American Express Co. | $3,630,837 | -21.4% | 24,337 | -8.2% | 0.04% | +2.4% |
| CI | Sell | The Cigna Group | $3,581,024 | -7.0% | 12,518 | -8.8% | 0.04% | +23.5% |
| ARW | Sell | Arrow Electronics Inc. | $3,550,304 | -17.4% | 28,348 | -5.5% | 0.04% | +7.9% |
| BWA | Sell | BorgWarner Inc. | $3,334,966 | -25.9% | 82,610 | -10.2% | 0.04% | -2.5% |
| WMT | Sell | Walmart Inc. | $3,368,606 | +1.4% | 21,063 | -0.3% | 0.04% | +30.0% |
| AMAT | Sell | Applied Materials Inc. | $3,233,915 | -18.5% | 23,358 | -14.9% | 0.04% | +8.6% |
| DIS | Sell | The Walt Disney Co. | $2,623,832 | -18.0% | 32,373 | -9.6% | 0.03% | +6.9% |
| AXTA | Sell | Axalta Coating Systems Ltd. | $2,622,642 | -26.6% | 97,496 | -10.5% | 0.03% | -3.1% |
| CNI | Sell | Canadian National Railway Co. | $2,612,053 | -11.6% | 24,112 | -1.2% | 0.03% | +15.4% |
| BA | Sell | BOEING CO/THE | $2,280,609 | -10.1% | 11,898 | -1.0% | 0.03% | +17.4% |
| MCD | Sell | McDonald's Corp. | $2,330,390 | -12.6% | 8,846 | -1.0% | 0.03% | +12.5% |
| PKG | Sell | Packaging Corp. of America | $2,309,085 | +14.6% | 15,038 | -1.4% | 0.03% | +50.0% |
| ADM | Sell | Archer-Daniels-Midland Co. | $2,019,521 | -1.1% | 26,777 | -0.9% | 0.02% | +33.3% |
| PNC | Sell | The PNC Financial Services Gro | $1,936,942 | -11.5% | 15,777 | -9.2% | 0.02% | +15.0% |
| XLV | Sell | Health Care Select Sector SPDR | $1,860,550 | -62.4% | 14,452 | -61.2% | 0.02% | -50.0% |
| XLF | Sell | Financial Select Sector SPDR F | $1,768,823 | -90.9% | 53,326 | -90.8% | 0.02% | -87.9% |
| SRE | Buy | Sempra | $1,780,617 | -20.9% | 26,174 | +69.3% | 0.02% | +5.0% |
| PG | Sell | The Procter & Gamble Co. | $1,775,116 | -7.5% | 12,170 | -3.8% | 0.02% | +23.5% |
| VALE | Sell | Vale SA (ADR)adr | $1,544,712 | -30.9% | 115,277 | -30.8% | 0.02% | -10.0% |
| PEP | Sell | PepsiCo Inc. | $1,456,337 | -8.6% | 8,595 | -0.1% | 0.02% | +21.4% |
| XLP | Sell | Consumer Staples Select Sector | $1,471,571 | -10.4% | 21,386 | -3.4% | 0.02% | +13.3% |
| GLDD | Sell | Great Lakes Dredge & Dock Corp | $1,466,879 | -11.4% | 184,050 | -9.3% | 0.02% | +13.3% |
| ST | Sell | Sensata Technologies Holding P | $1,463,105 | -16.8% | 38,686 | -1.0% | 0.02% | +6.2% |
| XLC | Sell | Communication Services Select | $1,375,068 | -91.0% | 20,971 | -91.0% | 0.02% | -88.2% |
| SQM | Sell | Sociedad Quimica y Minera de Cadr | $1,265,481 | -75.8% | 21,208 | -70.6% | 0.02% | -68.1% |
| SJM | Sell | The JM Smucker Co. | $1,289,818 | -33.8% | 10,494 | -20.5% | 0.02% | -11.8% |
| XLRE | Sell | Real Estate Select Sector SPDR | $1,198,821 | -95.5% | 35,187 | -95.0% | 0.01% | -94.1% |
| Sell | SK Telecom Company Ltd. (ADR)adr | $1,200,385 | -8.6% | 55,936 | -16.9% | 0.01% | +16.7% | |
| RL | Sell | Ralph Lauren Corp. | $953,912 | -45.0% | 8,217 | -41.6% | 0.01% | -26.7% |
| WTTR | Buy | Select Water Solutions Inc. | $929,498 | +187.9% | 116,918 | +193.4% | 0.01% | +266.7% |
| COG | Buy | Coterra Energy Inc. | $950,050 | +10.0% | 35,122 | +2.9% | 0.01% | +37.5% |
| DENN | Buy | Denny's Corp. | $836,768 | -22.4% | 98,792 | +12.9% | 0.01% | 0.0% |
| DD | Sell | DuPont De Nemours Inc. | $878,521 | -21.8% | 11,778 | -25.1% | 0.01% | 0.0% |
| New | Warner Brothers Discovery Inc. | $824,231 | – | 75,896 | – | 0.01% | – | |
| CSX | Sell | CSX Corp. | $891,289 | -21.9% | 28,985 | -13.3% | 0.01% | 0.0% |
| FIBK | Buy | First Interstate Bancsystem In | $825,190 | +6.0% | 33,087 | +1.3% | 0.01% | +42.9% |
| KMB | Sell | Kimberly-Clark Corp. | $880,513 | -99.4% | 7,286 | -99.4% | 0.01% | -99.3% |
| Buy | Sitio Royalties Corp | $838,925 | -4.6% | 34,652 | +3.6% | 0.01% | +25.0% | |
| BAP | Sell | Credicorp Ltd. | $733,908 | -17.6% | 5,735 | -4.9% | 0.01% | +12.5% |
| FORR | Buy | Forrester Research Inc. | $731,835 | +169.9% | 25,323 | +171.7% | 0.01% | +350.0% |
| ABCB | Buy | Ameris Bancorp | $802,082 | +73.4% | 20,893 | +54.5% | 0.01% | +125.0% |
| XLU | Sell | Utilities Select Sector SPDR F | $800,093 | -93.1% | 13,577 | -92.4% | 0.01% | -91.3% |
| Buy | Civitas Resources Inc. | $656,745 | +19.9% | 8,121 | +2.9% | 0.01% | +60.0% | |
| XLI | Sell | Industrial Select Sector SPDR | $714,323 | -75.9% | 7,046 | -74.5% | 0.01% | -70.4% |
| SPG | Sell | Simon Property Group Inc. | $697,658 | -30.7% | 6,458 | -25.9% | 0.01% | -11.1% |
| TKR | Sell | The Timken Co. | $623,710 | -20.1% | 8,487 | -0.4% | 0.01% | 0.0% |
| SFNC | Buy | Simons First National Corp. | $592,769 | +8.1% | 34,951 | +9.9% | 0.01% | +40.0% |
| HAE | Sell | Haemonetics Corp. | $637,989 | -32.9% | 7,122 | -36.2% | 0.01% | -12.5% |
| HUN | Buy | Huntsman Corp. | $624,762 | -8.3% | 25,605 | +1.5% | 0.01% | +16.7% |
| WAL | Buy | Western Alliance Bancorp | $627,950 | +42.2% | 13,660 | +12.8% | 0.01% | +75.0% |
| ABBV | Sell | AbbVie Inc. | $482,954 | +4.4% | 3,240 | -5.6% | 0.01% | +50.0% |
| STX | Buy | Seagate Technology Holdings PL | $482,160 | +56.4% | 7,311 | +46.7% | 0.01% | +100.0% |
| VREX | Sell | Varex Imaging Corp. | $502,557 | -35.1% | 26,746 | -18.6% | 0.01% | -14.3% |
| VGR | Buy | Vector Group Ltd. | $521,030 | -7.1% | 48,969 | +11.9% | 0.01% | +20.0% |
| SR | Buy | Spire Inc. | $521,328 | -7.6% | 9,214 | +3.6% | 0.01% | +20.0% |
| AMGN | Sell | Amgen Inc. | $509,569 | +14.9% | 1,896 | -5.1% | 0.01% | +50.0% |
| CRI | Buy | Carter's Inc. | $500,439 | -1.7% | 7,237 | +3.3% | 0.01% | +20.0% |
| SIMO | Sell | Silicon Motion Technology Corpadr | $503,736 | -76.6% | 9,829 | -67.1% | 0.01% | -68.4% |
| SPR | Sell | Spirit AeroSystems Holdings In | $551,697 | -47.7% | 34,182 | -5.4% | 0.01% | -33.3% |
| EFA | Sell | iShares MSCI EAFE ETF | $386,434 | -12.4% | 5,607 | -7.9% | 0.01% | +25.0% |
| New | Douglas Elliman Inc. | $453,159 | – | 200,513 | – | 0.01% | – | |
| TREE | New | LendingTree Inc. | $444,587 | – | 28,683 | – | 0.01% | – |
| ACWX | Sell | iShares MSCI ACWI ex US ETF | $385,952 | -12.1% | 8,210 | -7.9% | 0.01% | +25.0% |
| SSB | Buy | SouthState Corp. | $392,207 | +35.1% | 5,823 | +32.0% | 0.01% | +66.7% |
| SMP | Sell | Standard Motor Products Inc. | $446,272 | -10.8% | 13,274 | -0.4% | 0.01% | +25.0% |
| BGSF | Sell | BGSF Inc. | $402,246 | -22.4% | 41,857 | -23.1% | 0.01% | 0.0% |
| UA | Buy | Under Armour Inc. (class C) | $456,068 | -4.7% | 71,484 | +0.2% | 0.01% | +25.0% |
| VNOM | New | Viper Energy Partners LP | $451,238 | – | 16,185 | – | 0.01% | – |
| WU | New | The Western Union Co. | $450,361 | – | 34,170 | – | 0.01% | – |
| AWK | Buy | American Water Works Company I | $438,111 | +33.3% | 3,538 | +53.6% | 0.01% | +66.7% |
| BX | New | Blackstone Inc | $368,133 | – | 3,436 | – | 0.00% | – |
| Sell | Linde PLC | $372,350 | -15.8% | 1,000 | -13.8% | 0.00% | 0.0% | |
| D | Sell | Dominion Energy Inc. | $380,499 | -17.9% | 8,518 | -4.8% | 0.00% | 0.0% |
| HST | Sell | Host Hotels & Resorts Inc. | $347,948 | -55.7% | 21,652 | -53.6% | 0.00% | -42.9% |
| WTRG | Buy | Essential Utilites Inc. | $354,217 | +68.6% | 10,318 | +96.0% | 0.00% | +100.0% |
| RY | Sell | Royal Bank of Canada | $371,358 | -14.3% | 4,247 | -6.4% | 0.00% | 0.0% |
| WPC | Buy | WP Carey Inc. | $309,500 | -19.0% | 5,723 | +1.2% | 0.00% | +33.3% |
| PFC | Buy | Premier Financial Corp | $354,780 | +22.8% | 20,796 | +15.4% | 0.00% | +33.3% |
| SBS | Buy | Companhia de Saneamento Basicoadr | $362,582 | +65.3% | 29,916 | +61.5% | 0.00% | +100.0% |
| New | Phinia Inc. | $304,227 | – | 11,356 | – | 0.00% | – | |
| ANIP | Sell | ANI Pharmaceuticals Inc. | $354,921 | -47.0% | 6,113 | -50.8% | 0.00% | -33.3% |
| AWR | New | American States Water Co. | $275,301 | – | 3,499 | – | 0.00% | – |
| CWT | New | California Water Service Group | $248,851 | – | 5,260 | – | 0.00% | – |
| Sell | PAX Global Technology Ltd. | $216,305 | -94.1% | 306,300 | -93.7% | 0.00% | -90.9% | |
| PNR | New | Pentair PLC | $246,439 | – | 3,806 | – | 0.00% | – |
| GRPU | New | Granite Real Estate Investment | $297,065 | – | 5,598 | – | 0.00% | – |
| LNN | New | Lindsay Corp. | $214,413 | – | 1,822 | – | 0.00% | – |
| HPP | New | Hudson Pacific Properties, Inc | $230,303 | – | 34,632 | – | 0.00% | – |
| ENB | Buy | Enbridge Inc. | $246,801 | +1.6% | 7,436 | +13.8% | 0.00% | +50.0% |
| POOL | Buy | Pool Corp. | $214,728 | +6.9% | 603 | +12.5% | 0.00% | +50.0% |
| XYL | New | Xylem Inc. | $293,663 | – | 3,226 | – | 0.00% | – |
| YORW | New | The York Water Co. | $250,283 | – | 6,676 | – | 0.00% | – |
| New | Zurn Elkay Water Solutions Cor | $279,500 | – | 9,975 | – | 0.00% | – | |
| VNM | Buy | VanEck Vietnam ETF | $267,930 | +16.1% | 19,788 | +14.1% | 0.00% | +50.0% |
| CBT | Buy | Cabot Corp. | $256,160 | +10.0% | 3,698 | +6.2% | 0.00% | +50.0% |
| Sell | HF Sinclair Corp. | $278,843 | -7.1% | 4,898 | -27.2% | 0.00% | 0.0% | |
| CWCO | New | Consolidated Water Company Ltd | $275,356 | – | 9,682 | – | 0.00% | – |
| ECL | New | Ecolab Inc. | $276,461 | – | 1,632 | – | 0.00% | – |
| FHN | New | First Horizon Corp. | $263,852 | – | 23,943 | – | 0.00% | – |
| MAS | New | Masco Corp. | $282,216 | – | 5,280 | – | 0.00% | – |
| VMI | New | Valmont Industries Inc. | $251,019 | – | 1,045 | – | 0.00% | – |
| GWRS | Buy | Global Water Resources Inc. | $205,871 | +22.6% | 21,115 | +59.4% | 0.00% | +100.0% |
| ARTNA | New | Artesian Resources Corp. | $202,056 | – | 4,812 | – | 0.00% | – |
| SWIM | Buy | Latham Group Inc. | $141,590 | +126.5% | 50,568 | +200.1% | 0.00% | +100.0% |
| New | Banco ABC Brasil SA | $49,912 | – | 12,600 | – | 0.00% | – | |
| New | Federated Hermes Government Obligations Fundadr | $88,766 | – | 88,766 | – | 0.00% | – | |
| CMTL | Sell | Comtech Telecommunications Cor | $126,648 | -6.8% | 14,474 | -2.7% | 0.00% | 0.0% |
| Exit | Indo Tambangraya Megah Tabak P | $0 | – | -16,000 | – | 0.00% | – | |
| CIG | New | Companhia Energetica de Minasadr | $35,574 | – | 14,700 | – | 0.00% | – |
| Exit | Puradelta Lestari Tabak PT | $0 | – | -1,828,000 | – | 0.00% | – | |
| Exit | NagaCorporation Ltd. | $0 | – | -59,196 | – | 0.00% | – | |
| Exit | Schwab Government Money Fund - | $0 | – | -48,289 | – | 0.00% | – | |
| Exit | Globaltrans Investment PLC GDR | $0 | – | -98,448 | – | 0.00% | – | |
| Exit | Klabin SA | $0 | – | -13,190 | – | -0.00% | – | |
| RYCEY | Exit | Rolls-Royce Holdings PLC (ADR)adr | $0 | – | -48,000 | – | -0.00% | – |
| NILSY | Exit | MMC Norilsk Nickel PJSC (ADR)adr | $0 | – | -27,487 | – | -0.00% | – |
| Exit | Bank of the Phillipine Islands | $0 | – | -75,000 | – | -0.00% | – | |
| Exit | Singapore Technologies Enginee | $0 | – | -28,365 | – | -0.00% | – | |
| RLJ | Exit | RLJ Lodging Trust | $0 | – | -15,170 | – | -0.00% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -2,677 | – | -0.00% | – |
| TAL | Exit | Central Asia Metals PLC | $0 | – | -111,423 | – | -0.00% | – |
| Exit | Nickel Asia Corp. | $0 | – | -1,753,000 | – | -0.00% | – | |
| Exit | Schwab Treasury Obligations Mo | $0 | – | -187,917 | – | -0.00% | – | |
| Exit | Vale Indonesia Tabak PT | $0 | – | -560,000 | – | -0.00% | – | |
| XLE | Exit | Energy Select Sector SPDR Fund | $0 | – | -3,255 | – | -0.00% | – |
| Exit | Bizlink Holding Inc. | $0 | – | -33,976 | – | -0.00% | – | |
| Exit | Acadian Timber Corp. | $0 | – | -23,435 | – | -0.00% | – | |
| XLK | Exit | Technology Select Sector SPDR | $0 | – | -2,053 | – | -0.00% | – |
| Exit | Stora Enso Oyj | $0 | – | -29,610 | – | -0.00% | – | |
| Exit | Link REIT | $0 | – | -52,500 | – | -0.00% | – | |
| Exit | NAC Kazatomprom JSC | $0 | – | -13,100 | – | -0.00% | – | |
| Exit | The Bank of Kyoto Ltd. | $0 | – | -8,100 | – | -0.00% | – | |
| Exit | Sasol Ltd. | $0 | – | -32,557 | – | -0.00% | – | |
| HPQ | Exit | HP Inc. | $0 | – | -15,830 | – | -0.00% | – |
| Exit | Parkway Life Real Estate Inves | $0 | – | -182,000 | – | -0.01% | – | |
| Exit | Kindred Group PLC | $0 | – | -55,186 | – | -0.01% | – | |
| Exit | Gold Circuit | $0 | – | -137,800 | – | -0.01% | – | |
| Exit | Mahindra & Mahindra Reg S (GDR | $0 | – | -35,518 | – | -0.01% | – | |
| Exit | Britvic PLC | $0 | – | -94,233 | – | -0.01% | – | |
| NTIOF | Exit | National Bank of Canada | $0 | – | -14,374 | – | -0.01% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -2,690 | – | -0.01% | – |
| Exit | Grupo Mexico SAB de CV | $0 | – | -307,926 | – | -0.01% | – | |
| XLY | Exit | Consumer Discretionary Select | $0 | – | -9,444 | – | -0.01% | – |
| Exit | Unilever PLC | $0 | – | -32,545 | – | -0.02% | – | |
| XLB | Exit | Materials Select Sector SPDR F | $0 | – | -21,677 | – | -0.02% | – |
| Exit | Bayerische Motoren Werke AG | $0 | – | -25,025 | – | -0.03% | – | |
| Exit | Novartis AG | $0 | – | -30,947 | – | -0.03% | – | |
| Exit | Muenchener Ruechversicherungs | $0 | – | -13,021 | – | -0.04% | – | |
| Exit | Smurfit Kappa Group PLC | $0 | – | -162,413 | – | -0.05% | – | |
| Exit | CapitaLand Ascendas REIT | $0 | – | -2,876,096 | – | -0.05% | – | |
| Exit | Volvo AB B-Shares | $0 | – | -289,287 | – | -0.05% | – | |
| Exit | Sonic Healthcare Ltd. | $0 | – | -253,231 | – | -0.05% | – | |
| Exit | Samsung Electronics Co. Ltd. - | $0 | – | -4,686 | – | -0.06% | – | |
| Exit | Eurobank Ergasias Services andadr | $0 | – | -8,018,201 | – | -0.06% | – | |
| Exit | Roche Holding AG | $0 | – | -21,624 | – | -0.06% | – | |
| GOFPY | Exit | OPAP SA (ADR)adr | $0 | – | -794,510 | – | -0.06% | – |
| Exit | Zijin Mining Group Company Ltd | $0 | – | -4,756,862 | – | -0.06% | – | |
| Exit | Samsung Electronics Co. Ltd. - | $0 | – | -6,311 | – | -0.06% | – | |
| Exit | Anglo American PLC | $0 | – | -256,013 | – | -0.06% | – | |
| Exit | Zurich Insurance Group AG | $0 | – | -15,542 | – | -0.07% | – | |
| Exit | Capitaland India Trust | $0 | – | -9,133,097 | – | -0.07% | – | |
| SLCJY | Exit | SLC Agricola SA (ADR)adr | $0 | – | -992,758 | – | -0.07% | – |
| Exit | UPM-Kymmene Oyj | $0 | – | -259,722 | – | -0.07% | – | |
| TSCDY | Exit | Tesco PLC (ADR)adr | $0 | – | -852,042 | – | -0.07% | – |
| Exit | Lenovo Group Ltd. | $0 | – | -7,681,490 | – | -0.07% | – | |
| Exit | Petroleo Brasileiro SA | $0 | – | -1,179,945 | – | -0.07% | – | |
| MYTHY | Exit | Mytilineos SA (ADR)adr | $0 | – | -229,077 | – | -0.07% | – |
| Exit | Samsung Electronics Co. Ltd. - | $0 | – | -182,944 | – | -0.07% | – | |
| Exit | BAE Systems PLC | $0 | – | -700,481 | – | -0.07% | – | |
| Exit | Cie de Saint-Gobain | $0 | – | -138,156 | – | -0.08% | – | |
| Exit | Tokio Marine Holdings Inc. | $0 | – | -366,062 | – | -0.08% | – | |
| Exit | Nestle SA | $0 | – | -70,346 | – | -0.08% | – | |
| Exit | BNP Paribas SA | $0 | – | -139,403 | – | -0.08% | – | |
| Exit | Banco Del Bajio | $0 | – | -3,251,525 | – | -0.09% | – | |
| BTVCY | Exit | Britvic PLC (ADR)adr | $0 | – | -454,961 | – | -0.09% | – |
| Exit | United Overseas Bank Ltd. | $0 | – | -478,989 | – | -0.09% | – | |
| Exit | Sanofi | $0 | – | -94,964 | – | -0.09% | – | |
| Exit | Telkom Indonesia Persero Tabak | $0 | – | -39,376,253 | – | -0.09% | – | |
| Exit | DHL Group AG | $0 | – | -218,106 | – | -0.10% | – | |
| Exit | Mediatek Inc. | $0 | – | -491,400 | – | -0.10% | – | |
| KTB | Exit | Airtel Africa PLC | $0 | – | -8,427,281 | – | -0.10% | – |
| GLDG | Exit | Glencore PLC | $0 | – | -2,191,743 | – | -0.11% | – |
| Exit | Quanta Computer Inc | $0 | – | -2,603,315 | – | -0.11% | – | |
| Exit | Siemens AG | $0 | – | -78,446 | – | -0.12% | – | |
| EDVMF | Exit | Endeavour Mining PLC | $0 | – | -549,759 | – | -0.12% | – |
| XYIGY | Exit | Xinyi Glass Holdings Ltd. (ADR)adr | $0 | – | -509,168 | – | -0.14% | – |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -13,999,775 | – | -0.15% | – | |
| GLNCY | Exit | Glencore PLC (ADR)adr | $0 | – | -1,704,330 | – | -0.17% | – |
| Exit | Kaspi.kz JSC | $0 | – | -244,502 | – | -0.17% | – | |
| Exit | Unimicron Technology Corp. | $0 | – | -3,573,770 | – | -0.18% | – | |
| SVNLY | Exit | Svenska Handelsbanken AB (ADR)adr | $0 | – | -4,976,370 | – | -0.18% | – |
| Exit | Bank Rakyat Indonesia Persero | $0 | – | -57,628,313 | – | -0.19% | – | |
| Exit | OPAP SA | $0 | – | -1,204,994 | – | -0.19% | – | |
| VLVLY | Exit | Volvo AB B-Shares (ADR)adr | $0 | – | -1,028,845 | – | -0.19% | – |
| MGDDY | Exit | Michelin cie Generale de Estabadr | $0 | – | -1,518,173 | – | -0.20% | – |
| Exit | AIA Group Ltd. | $0 | – | -2,425,343 | – | -0.22% | – | |
| Exit | Prologis Property Mexico | $0 | – | -6,794,689 | – | -0.22% | – | |
| Exit | Arca Continental SAB de CV | $0 | – | -2,720,023 | – | -0.25% | – | |
| NNGRY | Exit | NN Group NV (ADR)adr | $0 | – | -1,534,246 | – | -0.25% | – |
| IBDRY | Exit | Iberdrola SA (ADR)adr | $0 | – | -576,461 | – | -0.27% | – |
| UPMMY | Exit | UPM-Kymmene OYJ (ADR)adr | $0 | – | -1,026,246 | – | -0.27% | – |
| SMFKY | Exit | Smurfit Kappa Group PLC (ADR)adr | $0 | – | -924,959 | – | -0.28% | – |
| SOBKY | Exit | Softbank Corp (ADR)adr | $0 | – | -2,934,913 | – | -0.28% | – |
| ENLAY | Exit | Enel SPA (ADR)adr | $0 | – | -4,797,084 | – | -0.29% | – |
| KMTUY | Exit | Komatsu Ltd. (ADR)adr | $0 | – | -1,192,720 | – | -0.29% | – |
| SKHHY | Exit | Sonic Healthcare Ltd. (ADR)adr | $0 | – | -1,475,851 | – | -0.31% | – |
| CODYY | Exit | Cie de Saint-Gobain (ADR)adr | $0 | – | -2,989,837 | – | -0.33% | – |
| DTEGY | Exit | Deutsche Telekom AG (ADR)adr | $0 | – | -1,764,341 | – | -0.34% | – |
| MURGY | Exit | Muenchener Ruechversicherungsadr | $0 | – | -1,046,795 | – | -0.35% | – |
| DNBBY | Exit | DNB Bank ASA (ADR)adr | $0 | – | -2,142,034 | – | -0.36% | – |
| TOELY | Exit | Tokyo Electron Ltd. (ADR)adr | $0 | – | -572,890 | – | -0.37% | – |
| DMLRY | Exit | Mercedes-Benz Group AG (ADR)adr | $0 | – | -2,119,545 | – | -0.38% | – |
| VEOEY | Exit | Veolia Environnement SA (ADR)adr | $0 | – | -2,760,357 | – | -0.39% | – |
| RHHBY | Exit | Roche Holding AG (ADR)adr | $0 | – | -1,152,496 | – | -0.39% | – |
| BNPQY | Exit | BNP Paribas SA (ADR)adr | $0 | – | -1,491,405 | – | -0.42% | – |
| DPSGY | Exit | DHL Group AG (ADR)adr | $0 | – | -984,714 | – | -0.43% | – |
| TKOMY | Exit | Tokio Marine Holdings Inc. (ADR)adr | $0 | – | -2,209,054 | – | -0.45% | – |
| UOVEY | Exit | United Overseas Bank Ltd. (ADR)adr | $0 | – | -1,293,493 | – | -0.48% | – |
| ZURVY | Exit | Zurich Insurance Group AG (ADR)adr | $0 | – | -1,149,539 | – | -0.49% | – |
| TGOPY | Exit | 3i Group PLC (ADR)adr | $0 | – | -4,321,750 | – | -0.49% | – |
| NSRGY | Exit | Nestle SA (ADR)adr | $0 | – | -473,241 | – | -0.51% | – |
| NTTYY | Exit | Nippon Telegraph & Telephone Cadr | $0 | – | -2,022,295 | – | -0.53% | – |
| BAESY | Exit | BAE Systems PLC (ADR)adr | $0 | – | -1,288,238 | – | -0.55% | – |
| SIEGY | Exit | Siemens AG (ADR)adr | $0 | – | -3,696,503 | – | -2.75% | – |
Q2 2023
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SIEGY | New | Siemens AG (ADR)adr | $308,325,341 | – | 3,696,503 | – | 2.75% | – |
| MRK | New | Merck & Co. Inc. | $293,066,843 | – | 2,539,794 | – | 2.62% | – |
| NVS | New | Novartis AG (ADR)adr | $282,133,262 | – | 2,795,890 | – | 2.52% | – |
| BCE | New | BCE Inc. | $280,031,684 | – | 6,142,393 | – | 2.50% | – |
| JPM | New | JP Morgan Chase & Co. | $278,208,179 | – | 1,912,873 | – | 2.48% | – |
| JNJ | New | Johnson & Johnson | $275,377,211 | – | 1,663,710 | – | 2.46% | – |
| MDT | New | Medtronic PLC | $268,453,929 | – | 3,047,150 | – | 2.40% | – |
| AVGO | New | Broadcom Ltd. | $262,008,633 | – | 302,052 | – | 2.34% | – |
| XOM | New | Exxon Mobil Corp. | $260,599,666 | – | 2,429,834 | – | 2.33% | – |
| PM | New | Philip Morris International In | $260,263,195 | – | 2,666,085 | – | 2.32% | – |
| CSCO | New | Cisco Systems Inc. | $257,201,823 | – | 4,971,044 | – | 2.30% | – |
| CVX | New | Chevron Corp. | $254,244,649 | – | 1,615,791 | – | 2.27% | – |
| MS | New | Morgan Stanley | $252,323,372 | – | 2,954,606 | – | 2.25% | – |
| RTX | New | RTX Corp | $250,208,731 | – | 2,554,193 | – | 2.23% | – |
| UL | New | Unilever PLC (ADR)adr | $236,951,477 | – | 4,545,396 | – | 2.12% | – |
| JCI | New | Johnson Controls International | $229,294,791 | – | 3,365,054 | – | 2.05% | – |
| DUK | New | Duke Energy Corp. | $223,351,418 | – | 2,488,872 | – | 1.99% | – |
| CMCSA | New | Comcast Corp. (Cl A) | $222,613,366 | – | 5,357,722 | – | 1.99% | – |
| VICI | New | Vici Properties Inc. | $218,553,279 | – | 6,953,652 | – | 1.95% | – |
| DOW | New | Dow Inc | $213,138,692 | – | 4,001,853 | – | 1.90% | – |
| GD | New | General Dynamics Corp. | $210,589,134 | – | 978,801 | – | 1.88% | – |
| CB | New | Chubb Ltd. | $209,987,145 | – | 1,090,502 | – | 1.88% | – |
| GPC | New | Genuine Parts Co. | $206,598,409 | – | 1,220,814 | – | 1.84% | – |
| NEE | New | NextEra Energy Inc. | $190,352,695 | – | 2,565,400 | – | 1.70% | – |
| COP | New | ConocoPhillips | $165,424,299 | – | 1,596,606 | – | 1.48% | – |
| LOW | New | Lowe's Companies Inc. | $161,615,977 | – | 716,065 | – | 1.44% | – |
| C | New | Citigroup Inc. | $160,333,635 | – | 3,482,486 | – | 1.43% | – |
| KMB | New | Kimberly-Clark Corp. | $159,919,527 | – | 1,158,334 | – | 1.43% | – |
| MO | New | Altria Group Inc. | $158,981,735 | – | 3,509,531 | – | 1.42% | – |
| BAC | New | Bank of America Corp. | $153,345,108 | – | 5,344,897 | – | 1.37% | – |
| PEAK | New | Healthpeak Properties Inc | $153,209,856 | – | 7,622,381 | – | 1.37% | – |
| PFE | New | Pfizer Inc. | $149,271,758 | – | 4,069,568 | – | 1.33% | – |
| UPS | New | United Parcel Service Inc. | $147,850,390 | – | 824,828 | – | 1.32% | – |
| TFC | New | Truist Financial Corp | $137,169,479 | – | 4,519,587 | – | 1.22% | – |
| TGT | New | Target Corp. | $125,097,554 | – | 948,427 | – | 1.12% | – |
| TRV | New | The Travelers Companies Inc. | $115,986,083 | – | 667,892 | – | 1.04% | – |
| INTC | New | Intel Corp. | $114,153,339 | – | 3,413,676 | – | 1.02% | – |
| MSFT | New | Microsoft Corp. | $109,110,222 | – | 320,404 | – | 0.97% | – |
| T | New | AT&T Inc. | $100,969,752 | – | 6,330,392 | – | 0.90% | – |
| DEO | New | Diageo PLC (ADR)adr | $99,560,100 | – | 573,900 | – | 0.89% | – |
| VZ | New | Verizon Communications Inc. | $74,836,193 | – | 2,012,267 | – | 0.67% | – |
| RIO | New | Rio Tinto PLC (ADR)adr | $71,506,731 | – | 1,120,093 | – | 0.64% | – |
| EOG | New | EOG Resources Inc. | $69,555,831 | – | 607,793 | – | 0.62% | – |
| PPL | New | PPL Corp. | $67,531,221 | – | 2,552,200 | – | 0.60% | – |
| BMY | New | Bristol-Myers Squibb Co. | $67,115,935 | – | 1,049,506 | – | 0.60% | – |
| BAESY | New | BAE Systems PLC (ADR)adr | $61,783,888 | – | 1,288,238 | – | 0.55% | – |
| CAG | New | Conagra Brands Inc. | $60,307,640 | – | 1,788,483 | – | 0.54% | – |
| NTTYY | New | Nippon Telegraph & Telephone Cadr | $59,677,936 | – | 2,022,295 | – | 0.53% | – |
| KOF | New | Coca-Cola Femsa SAB de CV (ADR)adr | $57,951,487 | – | 695,613 | – | 0.52% | – |
| BXP | New | Boston Properties Inc. | $57,124,778 | – | 991,922 | – | 0.51% | – |
| NSRGY | New | Nestle SA (ADR)adr | $56,954,531 | – | 473,241 | – | 0.51% | – |
| QCOM | New | Qualcomm Inc. | $55,002,551 | – | 462,051 | – | 0.49% | – |
| TGOPY | New | 3i Group PLC (ADR)adr | $54,626,920 | – | 4,321,750 | – | 0.49% | – |
| ZURVY | New | Zurich Insurance Group AG (ADR)adr | $54,568,603 | – | 1,149,539 | – | 0.49% | – |
| BAX | New | Baxter International Inc. | $54,126,601 | – | 1,188,029 | – | 0.48% | – |
| UOVEY | New | United Overseas Bank Ltd. (ADR)adr | $53,731,718 | – | 1,293,493 | – | 0.48% | – |
| TKOMY | New | Tokio Marine Holdings Inc. (ADR)adr | $50,764,054 | – | 2,209,054 | – | 0.45% | – |
| DPSGY | New | DHL Group AG (ADR)adr | $48,260,828 | – | 984,714 | – | 0.43% | – |
| ALL | New | The Allstate Corp. | $47,751,987 | – | 437,931 | – | 0.43% | – |
| BNPQY | New | BNP Paribas SA (ADR)adr | $47,188,068 | – | 1,491,405 | – | 0.42% | – |
| TTE | New | TotalEnergies SE (ADR)adr | $46,644,711 | – | 809,242 | – | 0.42% | – |
| RHHBY | New | Roche Holding AG (ADR)adr | $44,025,351 | – | 1,152,496 | – | 0.39% | – |
| VEOEY | New | Veolia Environnement SA (ADR)adr | $43,944,888 | – | 2,760,357 | – | 0.39% | – |
| DMLRY | New | Mercedes-Benz Group AG (ADR)adr | $42,560,459 | – | 2,119,545 | – | 0.38% | – |
| BTI | New | British American Tobacco PLC (ADR)adr | $41,398,977 | – | 1,246,957 | – | 0.37% | – |
| SNY | New | Sanofi (ADR)adr | $41,214,668 | – | 764,651 | – | 0.37% | – |
| TOELY | New | Tokyo Electron Ltd. (ADR)adr | $41,219,408 | – | 572,890 | – | 0.37% | – |
| DNBBY | New | DNB Bank ASA (ADR)adr | $40,505,872 | – | 2,142,034 | – | 0.36% | – |
| New | Shell PLC (ADR)adr | $40,187,060 | – | 665,569 | – | 0.36% | – | |
| MURGY | New | Muenchener Ruechversicherungsadr | $39,411,821 | – | 1,046,795 | – | 0.35% | – |
| DTEGY | New | Deutsche Telekom AG (ADR)adr | $38,550,846 | – | 1,764,341 | – | 0.34% | – |
| PWCDF | New | Power Corporation of Canada | $38,118,941 | – | 1,415,275 | – | 0.34% | – |
| CCEP | New | Coca Cola Euro Pacific Partner | $37,596,549 | – | 583,526 | – | 0.34% | – |
| CODYY | New | Cie de Saint-Gobain (ADR)adr | $36,476,017 | – | 2,989,837 | – | 0.33% | – |
| SKHHY | New | Sonic Healthcare Ltd. (ADR)adr | $35,080,982 | – | 1,475,851 | – | 0.31% | – |
| TSM | New | Taiwan Semiconductor Manufactuadr | $34,334,700 | – | 340,217 | – | 0.31% | – |
| ASX | New | ASE Technology Holding Companyadr | $33,891,610 | – | 4,350,656 | – | 0.30% | – |
| KMTUY | New | Komatsu Ltd. (ADR)adr | $32,298,858 | – | 1,192,720 | – | 0.29% | – |
| ENLAY | New | Enel SPA (ADR)adr | $32,092,492 | – | 4,797,084 | – | 0.29% | – |
| WOPEY | New | Woodside Energy Group Ltd. (ADR)adr | $32,167,251 | – | 1,387,117 | – | 0.29% | – |
| SOBKY | New | Softbank Corp (ADR)adr | $31,256,823 | – | 2,934,913 | – | 0.28% | – |
| SMFKY | New | Smurfit Kappa Group PLC (ADR)adr | $30,838,138 | – | 924,959 | – | 0.28% | – |
| UPMMY | New | UPM-Kymmene OYJ (ADR)adr | $30,500,038 | – | 1,026,246 | – | 0.27% | – |
| IBDRY | New | Iberdrola SA (ADR)adr | $30,131,614 | – | 576,461 | – | 0.27% | – |
| NNGRY | New | NN Group NV (ADR)adr | $28,337,531 | – | 1,534,246 | – | 0.25% | – |
| IBN | New | ICICI Bank Ltd. (ADR)adr | $27,986,739 | – | 1,212,597 | – | 0.25% | – |
| New | Arca Continental SAB de CV | $27,954,627 | – | 2,720,023 | – | 0.25% | – | |
| TM | New | Toyota Motor Corp. (ADR)adr | $26,801,909 | – | 166,730 | – | 0.24% | – |
| XLRE | New | Real Estate Select Sector SPDR | $26,616,226 | – | 706,188 | – | 0.24% | – |
| New | Prologis Property Mexico | $25,243,132 | – | 6,794,689 | – | 0.22% | – | |
| New | AIA Group Ltd. | $24,482,470 | – | 2,425,343 | – | 0.22% | – | |
| MGDDY | New | Michelin cie Generale de Estabadr | $22,377,869 | – | 1,518,173 | – | 0.20% | – |
| VLVLY | New | Volvo AB B-Shares (ADR)adr | $21,297,087 | – | 1,028,845 | – | 0.19% | – |
| New | OPAP SA | $21,012,444 | – | 1,204,994 | – | 0.19% | – | |
| New | Bank Rakyat Indonesia Persero | $20,851,971 | – | 57,628,313 | – | 0.19% | – | |
| SVNLY | New | Svenska Handelsbanken AB (ADR)adr | $20,751,463 | – | 4,976,370 | – | 0.18% | – |
| New | Unimicron Technology Corp. | $20,189,495 | – | 3,573,770 | – | 0.18% | – | |
| XLF | New | Financial Select Sector SPDR F | $19,438,905 | – | 576,651 | – | 0.17% | – |
| New | Kaspi.kz JSC | $19,462,359 | – | 244,502 | – | 0.17% | – | |
| GLNCY | New | Glencore PLC (ADR)adr | $19,190,760 | – | 1,704,330 | – | 0.17% | – |
| New | Nippon Telegraph & Telephone C | $16,543,954 | – | 13,999,775 | – | 0.15% | – | |
| CPA | New | Copa Holdings SA | $16,453,641 | – | 148,794 | – | 0.15% | – |
| XYIGY | New | Xinyi Glass Holdings Ltd. (ADR)adr | $15,853,658 | – | 509,168 | – | 0.14% | – |
| XLC | New | Communication Services Select | $15,238,417 | – | 234,149 | – | 0.14% | – |
| EDVMF | New | Endeavour Mining PLC | $13,176,454 | – | 549,759 | – | 0.12% | – |
| New | Siemens AG | $13,057,784 | – | 78,446 | – | 0.12% | – | |
| New | Quanta Computer Inc | $12,701,543 | – | 2,603,315 | – | 0.11% | – | |
| GLDG | New | Glencore PLC | $12,371,172 | – | 2,191,743 | – | 0.11% | – |
| XLU | New | Utilities Select Sector SPDR F | $11,618,479 | – | 177,544 | – | 0.10% | – |
| KTB | New | Airtel Africa PLC | $11,536,011 | – | 8,427,281 | – | 0.10% | – |
| New | Mediatek Inc. | $10,852,000 | – | 491,400 | – | 0.10% | – | |
| New | DHL Group AG | $10,628,026 | – | 218,106 | – | 0.10% | – | |
| New | Telkom Indonesia Persero Tabak | $10,505,237 | – | 39,376,253 | – | 0.09% | – | |
| EWT | New | iShares MSCI Taiwan ETF | $10,277,491 | – | 218,577 | – | 0.09% | – |
| New | Sanofi | $10,176,195 | – | 94,964 | – | 0.09% | – | |
| BTVCY | New | Britvic PLC (ADR)adr | $10,000,042 | – | 454,961 | – | 0.09% | – |
| New | United Overseas Bank Ltd. | $9,916,957 | – | 478,989 | – | 0.09% | – | |
| New | Banco Del Bajio | $9,880,388 | – | 3,251,525 | – | 0.09% | – | |
| EWY | New | iShares MSCI South Korea ETF | $9,466,754 | – | 149,365 | – | 0.08% | – |
| INDA | New | iShares MSCI India ETF | $8,840,292 | – | 202,295 | – | 0.08% | – |
| New | BNP Paribas SA | $8,780,381 | – | 139,403 | – | 0.08% | – | |
| New | Nestle SA | $8,457,240 | – | 70,346 | – | 0.08% | – | |
| New | Cie de Saint-Gobain | $8,401,827 | – | 138,156 | – | 0.08% | – | |
| New | Tokio Marine Holdings Inc. | $8,410,698 | – | 366,062 | – | 0.08% | – | |
| New | Samsung Electronics Co. Ltd. - | $8,271,719 | – | 182,944 | – | 0.07% | – | |
| New | BAE Systems PLC | $8,245,662 | – | 700,481 | – | 0.07% | – | |
| New | Petroleo Brasileiro SA | $8,156,756 | – | 1,179,945 | – | 0.07% | – | |
| MYTHY | New | Mytilineos SA (ADR)adr | $8,175,758 | – | 229,077 | – | 0.07% | – |
| New | Lenovo Group Ltd. | $8,008,904 | – | 7,681,490 | – | 0.07% | – | |
| TSCDY | New | Tesco PLC (ADR)adr | $8,034,757 | – | 852,042 | – | 0.07% | – |
| SLCJY | New | SLC Agricola SA (ADR)adr | $7,763,268 | – | 992,758 | – | 0.07% | – |
| New | Capitaland India Trust | $7,698,706 | – | 9,133,097 | – | 0.07% | – | |
| New | UPM-Kymmene Oyj | $7,728,742 | – | 259,722 | – | 0.07% | – | |
| New | Zurich Insurance Group AG | $7,378,543 | – | 15,542 | – | 0.07% | – | |
| New | Anglo American PLC | $7,259,391 | – | 256,013 | – | 0.06% | – | |
| New | Samsung Electronics Co. Ltd. - | $7,194,540 | – | 6,311 | – | 0.06% | – | |
| New | Zijin Mining Group Company Ltd | $6,981,102 | – | 4,756,862 | – | 0.06% | – | |
| GOFPY | New | OPAP SA (ADR)adr | $6,888,402 | – | 794,510 | – | 0.06% | – |
| New | Roche Holding AG | $6,608,004 | – | 21,624 | – | 0.06% | – | |
| ORCL | New | Oracle Corp. | $6,521,964 | – | 54,765 | – | 0.06% | – |
| New | Eurobank Ergasias Services andadr | $6,494,743 | – | 8,018,201 | – | 0.06% | – | |
| New | Samsung Electronics Co. Ltd. - | $6,494,796 | – | 4,686 | – | 0.06% | – | |
| New | Sonic Healthcare Ltd. | $5,999,352 | – | 253,231 | – | 0.05% | – | |
| New | Volvo AB B-Shares | $5,981,160 | – | 289,287 | – | 0.05% | – | |
| New | CapitaLand Ascendas REIT | $5,784,517 | – | 2,876,096 | – | 0.05% | – | |
| ET | New | Energy Transfer LP | $5,683,479 | – | 447,518 | – | 0.05% | – |
| New | Smurfit Kappa Group PLC | $5,410,813 | – | 162,413 | – | 0.05% | – | |
| SQM | New | Sociedad Quimica y Minera de Cadr | $5,229,802 | – | 72,016 | – | 0.05% | – |
| MDLZ | New | Mondelez International Inc. | $5,293,183 | – | 72,569 | – | 0.05% | – |
| New | Muenchener Ruechversicherungs | $4,882,165 | – | 13,021 | – | 0.04% | – | |
| UNP | New | Union Pacific Corp. | $4,933,797 | – | 24,112 | – | 0.04% | – |
| XLV | New | Health Care Select Sector SPDR | $4,943,396 | – | 37,244 | – | 0.04% | – |
| AXP | New | American Express Co. | $4,617,519 | – | 26,507 | – | 0.04% | – |
| BWA | New | BorgWarner Inc. | $4,499,720 | – | 92,000 | – | 0.04% | – |
| ETN | New | Eaton Corp. PLC | $4,413,140 | – | 21,945 | – | 0.04% | – |
| ARW | New | Arrow Electronics Inc. | $4,298,476 | – | 30,011 | – | 0.04% | – |
| AMAT | New | Applied Materials Inc. | $3,967,478 | – | 27,449 | – | 0.04% | – |
| HON | New | Honeywell International Inc. | $3,752,453 | – | 18,068 | – | 0.03% | – |
| CI | New | The Cigna Group | $3,850,113 | – | 13,721 | – | 0.03% | – |
| New | PAX Global Technology Ltd. | $3,659,561 | – | 4,827,663 | – | 0.03% | – | |
| AXTA | New | Axalta Coating Systems Ltd. | $3,573,271 | – | 108,908 | – | 0.03% | – |
| WMT | New | Walmart Inc. | $3,321,371 | – | 21,131 | – | 0.03% | – |
| PBR | New | Petroleo Brasileiro SA (ADR)adr | $3,287,363 | – | 237,698 | – | 0.03% | – |
| DIS | New | The Walt Disney Co. | $3,198,367 | – | 35,824 | – | 0.03% | – |
| New | Novartis AG | $3,111,989 | – | 30,947 | – | 0.03% | – | |
| New | Bayerische Motoren Werke AG | $3,072,690 | – | 25,025 | – | 0.03% | – | |
| XLI | New | Industrial Select Sector SPDR | $2,969,759 | – | 27,672 | – | 0.03% | – |
| CNI | New | Canadian National Railway Co. | $2,954,713 | – | 24,405 | – | 0.03% | – |
| MCD | New | McDonald's Corp. | $2,665,995 | – | 8,934 | – | 0.02% | – |
| BA | New | BOEING CO/THE | $2,537,299 | – | 12,016 | – | 0.02% | – |
| EPD | New | Enterprise Products Partners L | $2,285,942 | – | 86,753 | – | 0.02% | – |
| PNC | New | The PNC Financial Services Gro | $2,188,885 | – | 17,379 | – | 0.02% | – |
| VALE | New | Vale SA (ADR)adr | $2,236,014 | – | 166,618 | – | 0.02% | – |
| SRE | New | Sempra | $2,250,676 | – | 15,459 | – | 0.02% | – |
| SIMO | New | Silicon Motion Technology Corpadr | $2,149,045 | – | 29,906 | – | 0.02% | – |
| ADM | New | Archer-Daniels-Midland Co. | $2,042,462 | – | 27,031 | – | 0.02% | – |
| PKG | New | Packaging Corp. of America | $2,014,647 | – | 15,244 | – | 0.02% | – |
| PG | New | The Procter & Gamble Co. | $1,919,511 | – | 12,650 | – | 0.02% | – |
| SJM | New | The JM Smucker Co. | $1,949,687 | – | 13,203 | – | 0.02% | – |
| XLB | New | Materials Select Sector SPDR F | $1,796,373 | – | 21,677 | – | 0.02% | – |
| ST | New | Sensata Technologies Holding P | $1,758,794 | – | 39,093 | – | 0.02% | – |
| New | Unilever PLC | $1,694,371 | – | 32,545 | – | 0.02% | – | |
| GLDD | New | Great Lakes Dredge & Dock Corp | $1,655,525 | – | 202,883 | – | 0.02% | – |
| XLP | New | Consumer Staples Select Sector | $1,641,901 | – | 22,137 | – | 0.02% | – |
| RL | New | Ralph Lauren Corp. | $1,734,954 | – | 14,071 | – | 0.02% | – |
| XLY | New | Consumer Discretionary Select | $1,603,686 | – | 9,444 | – | 0.01% | – |
| PEP | New | PepsiCo Inc. | $1,593,818 | – | 8,605 | – | 0.01% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $1,403,508 | – | 2,690 | – | 0.01% | – |
| New | Grupo Mexico SAB de CV | $1,482,323 | – | 307,926 | – | 0.01% | – | |
| New | SK Telecom Company Ltd. (ADR)adr | $1,313,412 | – | 67,320 | – | 0.01% | – | |
| AAPL | New | Apple Inc. | $1,093,991 | – | 5,640 | – | 0.01% | – |
| DD | New | DuPont De Nemours Inc. | $1,122,894 | – | 15,718 | – | 0.01% | – |
| ITUB | New | Itau Unibanco Holding SA (ADR)adr | $1,137,349 | – | 192,771 | – | 0.01% | – |
| CSX | New | CSX Corp. | $1,140,577 | – | 33,448 | – | 0.01% | – |
| DENN | New | Denny's Corp. | $1,077,655 | – | 87,472 | – | 0.01% | – |
| NTIOF | New | National Bank of Canada | $1,073,163 | – | 14,374 | – | 0.01% | – |
| New | Britvic PLC | $1,024,298 | – | 94,233 | – | 0.01% | – | |
| SPG | New | Simon Property Group Inc. | $1,006,293 | – | 8,714 | – | 0.01% | – |
| SPR | New | Spirit AeroSystems Holdings In | $1,054,635 | – | 36,130 | – | 0.01% | – |
| HAE | New | Haemonetics Corp. | $950,162 | – | 11,160 | – | 0.01% | – |
| BAP | New | Credicorp Ltd. | $890,712 | – | 6,033 | – | 0.01% | – |
| COG | New | Coterra Energy Inc. | $863,869 | – | 34,145 | – | 0.01% | – |
| New | Sitio Royalties Corp | $879,047 | – | 33,462 | – | 0.01% | – | |
| MMM | New | 3M Co. | $801,473 | – | 8,008 | – | 0.01% | – |
| IBM | New | International Business Machine | $755,759 | – | 5,648 | – | 0.01% | – |
| HST | New | Host Hotels & Resorts Inc. | $785,422 | – | 46,668 | – | 0.01% | – |
| TKR | New | The Timken Co. | $780,202 | – | 8,524 | – | 0.01% | – |
| VREX | New | Varex Imaging Corp. | $774,487 | – | 32,859 | – | 0.01% | – |
| FIBK | New | First Interstate Bancsystem In | $778,519 | – | 32,656 | – | 0.01% | – |
| New | Mahindra & Mahindra Reg S (GDR | $628,669 | – | 35,518 | – | 0.01% | – | |
| HUN | New | Huntsman Corp. | $681,444 | – | 25,220 | – | 0.01% | – |
| New | Ecovyst Inc | $663,064 | – | 57,859 | – | 0.01% | – | |
| New | Gold Circuit | $645,785 | – | 137,800 | – | 0.01% | – | |
| ANIP | New | ANI Pharmaceuticals Inc. | $669,430 | – | 12,436 | – | 0.01% | – |
| New | General Electric Co. | $719,627 | – | 6,551 | – | 0.01% | – | |
| PEG | New | Public Service Enterprise Grou | $685,454 | – | 10,948 | – | 0.01% | – |
| New | Kindred Group PLC | $587,640 | – | 55,186 | – | 0.01% | – | |
| VGR | New | Vector Group Ltd. | $560,578 | – | 43,761 | – | 0.01% | – |
| PSA | New | Public Storage | $551,945 | – | 1,891 | – | 0.01% | – |
| New | Parkway Life Real Estate Inves | $524,845 | – | 182,000 | – | 0.01% | – | |
| KO | New | The Coca-Cola Co. | $516,025 | – | 8,569 | – | 0.01% | – |
| CRI | New | Carter's Inc. | $508,853 | – | 7,009 | – | 0.01% | – |
| SFNC | New | Simons First National Corp. | $548,602 | – | 31,803 | – | 0.01% | – |
| New | Civitas Resources Inc. | $547,676 | – | 7,895 | – | 0.01% | – | |
| SR | New | Spire Inc. | $564,426 | – | 8,897 | – | 0.01% | – |
| BGSF | New | BGSF Inc. | $518,689 | – | 54,427 | – | 0.01% | – |
| UA | New | Under Armour Inc. (class C) | $478,537 | – | 71,317 | – | 0.00% | – |
| ABBV | New | AbbVie Inc. | $462,393 | – | 3,432 | – | 0.00% | – |
| WAL | New | Western Alliance Bancorp | $441,506 | – | 12,106 | – | 0.00% | – |
| New | Sasol Ltd. | $403,492 | – | 32,557 | – | 0.00% | – | |
| WY | New | Weyerhaeuser Co. | $499,869 | – | 14,917 | – | 0.00% | – |
| RY | New | Royal Bank of Canada | $433,138 | – | 4,535 | – | 0.00% | – |
| AMGN | New | Amgen Inc. | $443,596 | – | 1,998 | – | 0.00% | – |
| UIS | New | Unisys Corp. | $399,998 | – | 100,502 | – | 0.00% | – |
| D | New | Dominion Energy Inc. | $463,262 | – | 8,945 | – | 0.00% | – |
| EFA | New | iShares MSCI EAFE ETF | $441,235 | – | 6,086 | – | 0.00% | – |
| SMP | New | Standard Motor Products Inc. | $500,292 | – | 13,334 | – | 0.00% | – |
| ACWX | New | iShares MSCI ACWI ex US ETF | $438,944 | – | 8,918 | – | 0.00% | – |
| HPQ | New | HP Inc. | $486,139 | – | 15,830 | – | 0.00% | – |
| New | Linde PLC | $442,053 | – | 1,160 | – | 0.00% | – | |
| ABCB | New | Ameris Bancorp | $462,553 | – | 13,521 | – | 0.00% | – |
| New | The Bank of Kyoto Ltd. | $403,203 | – | 8,100 | – | 0.00% | – | |
| New | Canadian Pacific Kansas City L | $477,916 | – | 5,917 | – | 0.00% | – | |
| New | Acadian Timber Corp. | $293,406 | – | 23,435 | – | 0.00% | – | |
| WPC | New | WP Carey Inc. | $382,052 | – | 5,655 | – | 0.00% | – |
| PCH | New | PotlatchDeltic Corp | $282,536 | – | 5,346 | – | 0.00% | – |
| New | Stora Enso Oyj | $343,307 | – | 29,610 | – | 0.00% | – | |
| RYN | New | Rayonier Inc. | $336,388 | – | 10,713 | – | 0.00% | – |
| STX | New | Seagate Technology Holdings PL | $308,236 | – | 4,982 | – | 0.00% | – |
| New | NAC Kazatomprom JSC | $351,735 | – | 13,100 | – | 0.00% | – | |
| WTTR | New | Select Water Solutions Inc. | $322,826 | – | 39,855 | – | 0.00% | – |
| New | HF Sinclair Corp. | $300,181 | – | 6,729 | – | 0.00% | – | |
| New | Link REIT | $291,443 | – | 52,500 | – | 0.00% | – | |
| New | Bizlink Holding Inc. | $351,167 | – | 33,976 | – | 0.00% | – | |
| SSB | New | SouthState Corp. | $290,346 | – | 4,413 | – | 0.00% | – |
| SHOO | New | Steven Madden Ltd. | $314,086 | – | 9,608 | – | 0.00% | – |
| XLK | New | Technology Select Sector SPDR | $356,935 | – | 2,053 | – | 0.00% | – |
| AWK | New | American Water Works Company I | $328,753 | – | 2,303 | – | 0.00% | – |
| PFC | New | Premier Financial Corp | $288,809 | – | 18,028 | – | 0.00% | – |
| POOL | New | Pool Corp. | $200,807 | – | 536 | – | 0.00% | – |
| VNM | New | VanEck Vietnam ETF | $230,755 | – | 17,350 | – | 0.00% | – |
| FORR | New | Forrester Research Inc. | $271,148 | – | 9,321 | – | 0.00% | – |
| WTRG | New | Essential Utilites Inc. | $210,086 | – | 5,264 | – | 0.00% | – |
| WEN | New | The Wendy's Co. | $258,825 | – | 11,900 | – | 0.00% | – |
| HP | New | Helmerich & Payne Inc. | $228,901 | – | 6,457 | – | 0.00% | – |
| ENB | New | Enbridge Inc. | $242,812 | – | 6,536 | – | 0.00% | – |
| TAL | New | Central Asia Metals PLC | $254,964 | – | 111,423 | – | 0.00% | – |
| SBS | New | Companhia de Saneamento Basico | $219,360 | – | 18,527 | – | 0.00% | – |
| COLM | New | Columbia Sportswear Co. | $251,957 | – | 3,262 | – | 0.00% | – |
| CAT | New | Caterpillar Inc. | $221,445 | – | 900 | – | 0.00% | – |
| CARR | New | Carrier Global Corporation | $277,779 | – | 5,588 | – | 0.00% | – |
| XLE | New | Energy Select Sector SPDR Fund | $264,208 | – | 3,255 | – | 0.00% | – |
| New | Schwab Treasury Obligations Mo | $187,917 | – | 187,917 | – | 0.00% | – | |
| CBT | New | Cabot Corp. | $232,844 | – | 3,481 | – | 0.00% | – |
| OTIS | New | Otis Worldwide Corp. | $235,520 | – | 2,646 | – | 0.00% | – |
| GIS | New | General Mills Inc. | $205,326 | – | 2,677 | – | 0.00% | – |
| PLD | New | Prologis Inc. | $246,364 | – | 2,009 | – | 0.00% | – |
| New | Vale Indonesia Tabak PT | $235,310 | – | 560,000 | – | 0.00% | – | |
| New | Nickel Asia Corp. | $189,603 | – | 1,753,000 | – | 0.00% | – | |
| CMTL | New | Comtech Telecommunications Cor | $135,958 | – | 14,875 | – | 0.00% | – |
| SUZ | New | Suzano SA (ADR)adr | $151,807 | – | 16,465 | – | 0.00% | – |
| New | Singapore Technologies Enginee | $77,184 | – | 28,365 | – | 0.00% | – | |
| New | Bank of the Phillipine Islands | $147,588 | – | 75,000 | – | 0.00% | – | |
| RLJ | New | RLJ Lodging Trust | $155,796 | – | 15,170 | – | 0.00% | – |
| GWRS | New | Global Water Resources Inc. | $167,947 | – | 13,245 | – | 0.00% | – |
| New | Klabin SA | $59,970 | – | 13,190 | – | 0.00% | – | |
| RYCEY | New | Rolls-Royce Holdings PLC (ADR)adr | $90,240 | – | 48,000 | – | 0.00% | – |
| NILSY | New | MMC Norilsk Nickel PJSC (ADR)adr | $83,011 | – | 27,487 | – | 0.00% | – |
| SWIM | New | Latham Group Inc. | $62,514 | – | 16,850 | – | 0.00% | – |
| New | Indo Tambangraya Megah Tabak P | $25,745 | – | 16,000 | – | 0.00% | – | |
| New | Schwab Government Money Fund - | $48,289 | – | 48,289 | – | 0.00% | – | |
| New | NagaCorporation Ltd. | $31,200 | – | 59,196 | – | 0.00% | – | |
| New | Globaltrans Investment PLC GDR | $0 | – | 98,448 | – | 0.00% | – | |
| New | Puradelta Lestari Tabak PT | $20,849 | – | 1,828,000 | – | 0.00% | – |
Q4 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Klabin S/A UNT N2 | $0 | – | -13,740 | – | 0.00% | – | |
| Exit | Kossan Rubber Industries Berha | $0 | – | -65,000 | – | 0.00% | – | |
| Exit | Nagacorp Ltd. | $0 | – | -58,650 | – | 0.00% | – | |
| RYCEY | Exit | Rolls-Royce Holdings PLC (ADR)adr | $0 | – | -48,000 | – | 0.00% | – |
| Exit | PT Indo Tambangraya Megah Taba | $0 | – | -16,000 | – | 0.00% | – | |
| Exit | EC Healthcare | $0 | – | -49,070 | – | 0.00% | – | |
| Exit | Globaltrans Investment PLC GDR | $0 | – | -104,811 | – | 0.00% | – | |
| GTE | Exit | Gran Tierra Energy Inc. | $0 | – | -16,165 | – | 0.00% | – |
| Exit | Singapore Technologies Enginee | $0 | – | -28,210 | – | -0.00% | – | |
| SUZ | Exit | Suzano SA (ADR)adr | $0 | – | -13,685 | – | -0.00% | – |
| Exit | Nickel Asia Corp. | $0 | – | -1,242,000 | – | -0.00% | – | |
| MEC | Exit | Mayville Engineering Company I | $0 | – | -17,350 | – | -0.00% | – |
| NILSY | Exit | MMC Norilsk Nickel PJSC (ADR)adr | $0 | – | -28,870 | – | -0.00% | – |
| Exit | The Siam Commerical Bank PCL | $0 | – | -15,660 | – | -0.00% | – | |
| SBS | Exit | Companhia de Saneamento Basicoadr | $0 | – | -12,659 | – | -0.00% | – |
| CBT | Exit | Cabot Corp. | $0 | – | -3,351 | – | -0.00% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -2,677 | – | -0.00% | – |
| WTTR | Exit | Select Energy Services Inc. | $0 | – | -21,297 | – | -0.00% | – |
| CARR | Exit | Carrier Global Corporation | $0 | – | -5,673 | – | -0.00% | – |
| EWJ | Exit | iShares MSCI Japan ETF | $0 | – | -4,538 | – | -0.00% | – |
| Exit | PT International Nickel Indone | $0 | – | -434,000 | – | -0.00% | – | |
| PCH | Exit | PotlatchDeltic Corp | $0 | – | -5,486 | – | -0.00% | – |
| NEM | Exit | Newmont Corp. | $0 | – | -5,465 | – | -0.00% | – |
| Exit | Mapletree Industrial Trust | $0 | – | -102,350 | – | -0.00% | – | |
| UA | Exit | Under Armour Inc. (class C) | $0 | – | -32,993 | – | -0.00% | – |
| ENOR | Exit | iShares MSCI Norway ETF | $0 | – | -10,139 | – | -0.00% | – |
| WY | Exit | Weyerhaeuser Co. | $0 | – | -10,457 | – | -0.00% | – |
| PFC | Exit | Premier Financial Corp | $0 | – | -10,888 | – | -0.00% | – |
| EFSC | Exit | Enterprise Financial Services | $0 | – | -6,851 | – | -0.00% | – |
| LIN | Exit | Linde PLC | $0 | – | -1,160 | – | -0.00% | – |
| Exit | Link REIT | $0 | – | -35,400 | – | -0.00% | – | |
| SCS | Exit | Steelcase Inc. | $0 | – | -41,171 | – | -0.00% | – |
| EEM | Exit | iShares MSCI Emerging Markets | $0 | – | -8,950 | – | -0.00% | – |
| EBS | Exit | Emergent BioSolutions Inc. | $0 | – | -11,708 | – | -0.00% | – |
| CC | Exit | The Chemours Co. | $0 | – | -10,795 | – | -0.00% | – |
| XLE | Exit | Energy Select Sector SPDR Fund | $0 | – | -3,967 | – | -0.00% | – |
| CMTL | Exit | Comtech Telecommunications Cor | $0 | – | -31,931 | – | -0.00% | – |
| RLJ | Exit | RLJ Lodging Trust | $0 | – | -23,820 | – | -0.00% | – |
| EWL | Exit | iShares MSCI Switzerland ETF | $0 | – | -7,374 | – | -0.00% | – |
| Exit | CITIC Securities Company Ltd. | $0 | – | -157,697 | – | -0.00% | – | |
| RUTH | Exit | Ruth's Hospitality Group Inc. | $0 | – | -17,490 | – | -0.00% | – |
| Exit | Stora Enso Oyj | $0 | – | -19,870 | – | -0.00% | – | |
| RYN | Exit | Rayonier Inc. | $0 | – | -10,743 | – | -0.00% | – |
| TAL | Exit | Central Asia Metals | $0 | – | -141,205 | – | -0.00% | – |
| HP | Exit | Helmerich & Payne Inc. | $0 | – | -8,996 | – | -0.00% | – |
| Exit | General Electric Co. | $0 | – | -6,551 | – | -0.00% | – | |
| ENB | Exit | Enbridge Inc. | $0 | – | -9,627 | – | -0.00% | – |
| CP | Exit | Canadian Pacific Railway Ltd. | $0 | – | -6,248 | – | -0.00% | – |
| SPR | Exit | Spirit AeroSystems Holdings In | $0 | – | -15,747 | – | -0.00% | – |
| CPA | Exit | Copa Holdings S.A. | $0 | – | -5,536 | – | -0.00% | – |
| SMP | Exit | Standard Motor Products Inc. | $0 | – | -11,768 | – | -0.00% | – |
| HST | Exit | Host Hotels & Resorts Inc. | $0 | – | -23,738 | – | -0.00% | – |
| Exit | 3R Petroleumon | $0 | – | -62,660 | – | -0.00% | – | |
| RY | Exit | Royal Bank of Canada | $0 | – | -5,305 | – | -0.01% | – |
| ABBV | Exit | AbbVie Inc. | $0 | – | -3,520 | – | -0.01% | – |
| KO | Exit | The Coca-Cola Co. | $0 | – | -7,539 | – | -0.01% | – |
| VGR | Exit | Vector Group Ltd. | $0 | – | -48,899 | – | -0.01% | – |
| IWD | Exit | iShares Russell 1000 Value ETF | $0 | – | -3,178 | – | -0.01% | – |
| SSB | Exit | SouthState Corp. | $0 | – | -6,327 | – | -0.01% | – |
| Exit | Acadian Timber Corp. | $0 | – | -36,598 | – | -0.01% | – | |
| TKR | Exit | The Timken Co. | $0 | – | -8,033 | – | -0.01% | – |
| AMGN | Exit | Amgen Inc. | $0 | – | -2,181 | – | -0.01% | – |
| Exit | Civitas Resources Inc. | $0 | – | -7,775 | – | -0.01% | – | |
| ANIP | Exit | ANI Pharmaceuticals Inc. | $0 | – | -13,709 | – | -0.01% | – |
| WPC | Exit | WP Carey Inc. | $0 | – | -6,815 | – | -0.01% | – |
| IBM | Exit | International Business Machine | $0 | – | -3,678 | – | -0.01% | – |
| MNRL | Exit | Brigham Minerals Inc. | $0 | – | -23,849 | – | -0.01% | – |
| PSA | Exit | Public Storage | $0 | – | -1,891 | – | -0.01% | – |
| Exit | Parkway Life REIT | $0 | – | -182,000 | – | -0.01% | – | |
| HUN | Exit | Huntsman Corp. | $0 | – | -22,876 | – | -0.01% | – |
| Exit | Mahindra & Mahindra Reg S (GDR | $0 | – | -35,518 | – | -0.01% | – | |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -9,360 | – | -0.01% | – |
| D | Exit | Dominion Resources Inc. | $0 | – | -8,986 | – | -0.01% | – |
| Exit | HF Sinclair Corporation | $0 | – | -12,280 | – | -0.01% | – | |
| SFNC | Exit | Simons First National Corp. | $0 | – | -31,414 | – | -0.01% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -28,635 | – | -0.01% | – |
| Exit | Quanta Computer Inc. | $0 | – | -311,800 | – | -0.01% | – | |
| XLU | Exit | Utilities Select Sector SPDR F | $0 | – | -10,821 | – | -0.01% | – |
| ABCB | Exit | Ameris Bancorp | $0 | – | -15,705 | – | -0.01% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -5,640 | – | -0.01% | – |
| GLDD | Exit | Great Lakes Dredge & Dock Corp | $0 | – | -97,750 | – | -0.01% | – |
| CSX | Exit | CSX Corp. | $0 | – | -28,773 | – | -0.01% | – |
| SPG | Exit | Simon Property Group Inc. | $0 | – | -8,232 | – | -0.01% | – |
| SR | Exit | Spire Inc. | $0 | – | -11,413 | – | -0.01% | – |
| SJT | Exit | San Juan Basin Royalty Trust | $0 | – | -79,850 | – | -0.01% | – |
| DD | Exit | DuPont De Nemour | $0 | – | -15,755 | – | -0.01% | – |
| COG | Exit | Coterra Energy Inc. | $0 | – | -31,726 | – | -0.01% | – |
| Exit | KMC Kuei Meng International In | $0 | – | -200,000 | – | -0.01% | – | |
| QCOM | Exit | QUALCOMM Inc. | $0 | – | -7,374 | – | -0.01% | – |
| VREX | Exit | Varex Imaging Corp. | $0 | – | -40,361 | – | -0.01% | – |
| NTIOF | Exit | National Bank of Canada | $0 | – | -14,374 | – | -0.01% | – |
| VNM | Exit | VanEck Vietnam ETF | $0 | – | -73,054 | – | -0.01% | – |
| BGSF | Exit | BGSF Inc. | $0 | – | -87,921 | – | -0.01% | – |
| DENN | Exit | Denny's Corp. | $0 | – | -107,188 | – | -0.01% | – |
| UBS | Exit | UBS Group AG (ADR)adr | $0 | – | -68,682 | – | -0.01% | – |
| CCEP | Exit | Coca Cola Euro Pacific | $0 | – | -25,282 | – | -0.01% | – |
| HAE | Exit | Haemonetics Corp. | $0 | – | -15,667 | – | -0.01% | – |
| BBSI | Exit | Barrett Business Services Inc. | $0 | – | -14,263 | – | -0.01% | – |
| FHN | Exit | First Horizon Corp. | $0 | – | -53,980 | – | -0.01% | – |
| RL | Exit | Ralph Lauren Corp. | $0 | – | -14,023 | – | -0.01% | – |
| Exit | Volvo AB B-Shares | $0 | – | -88,724 | – | -0.01% | – | |
| Exit | Unilever PLC | $0 | – | -32,545 | – | -0.02% | – | |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -2,797 | – | -0.02% | – |
| FIBK | Exit | First Interstate Bancsystem In | $0 | – | -34,203 | – | -0.02% | – |
| XLB | Exit | Materials Select Sector SPDR F | $0 | – | -20,338 | – | -0.02% | – |
| PEP | Exit | PepsiCo Inc. | $0 | – | -8,755 | – | -0.02% | – |
| BA | Exit | BOEING CO/THE | $0 | – | -12,297 | – | -0.02% | – |
| SJM | Exit | The JM Smucker Co. | $0 | – | -10,530 | – | -0.02% | – |
| EFV | Exit | iShares MSCI EAFE Value ETF | $0 | – | -38,382 | – | -0.02% | – |
| Exit | BMW AG | $0 | – | -23,321 | – | -0.02% | – | |
| XLRE | Exit | Real Estate Select Sector SPDR | $0 | – | -43,343 | – | -0.02% | – |
| ST | Exit | Sensata Technologies Holding P | $0 | – | -44,333 | – | -0.02% | – |
| Exit | Mediatek Inc | $0 | – | -109,500 | – | -0.02% | – | |
| SRE | Exit | Sempra Energy | $0 | – | -12,549 | – | -0.02% | – |
| MYTHY | Exit | Mytilineos SA (ADR)adr | $0 | – | -142,923 | – | -0.02% | – |
| XLK | Exit | Technology Select Sector SPDR | $0 | – | -16,853 | – | -0.02% | – |
| PKG | Exit | Packaging Corp. of America | $0 | – | -17,571 | – | -0.02% | – |
| PG | Exit | The Procter & Gamble Co. | $0 | – | -15,182 | – | -0.02% | – |
| ADM | Exit | Archer-Daniels-Midland Co. | $0 | – | -26,777 | – | -0.02% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -9,121 | – | -0.02% | – |
| AMAT | Exit | Applied Materials Inc. | $0 | – | -26,176 | – | -0.02% | – |
| XLP | Exit | Consumer Staples Select Sector | $0 | – | -31,884 | – | -0.02% | – |
| AXTA | Exit | Axalta Coating Systems Ltd. | $0 | – | -104,410 | – | -0.02% | – |
| Exit | Novartis AG | $0 | – | -30,834 | – | -0.02% | – | |
| EWT | Exit | iShares MSCI Taiwan ETF | $0 | – | -54,944 | – | -0.02% | – |
| XLF | Exit | Financial Select Sector SPDR F | $0 | – | -79,507 | – | -0.03% | – |
| Exit | Muenchener Ruechversicherungs | $0 | – | -10,032 | – | -0.03% | – | |
| XLI | Exit | Industrial Select Sector SPDR | $0 | – | -30,443 | – | -0.03% | – |
| BWA | Exit | BorgWarner Inc. | $0 | – | -83,227 | – | -0.03% | – |
| SIMO | Exit | Silicon Motion Technology Corpadr | $0 | – | -40,482 | – | -0.03% | – |
| PNC | Exit | The PNC Financial Services Gro | $0 | – | -17,391 | – | -0.03% | – |
| HLTOY | Exit | Hellenic Telecommunications Oradr | $0 | – | -371,385 | – | -0.03% | – |
| UNP | Exit | Union Pacific Corp. | $0 | – | -14,026 | – | -0.03% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -25,567 | – | -0.03% | – |
| Exit | Sonic Healthcare Ltd. | $0 | – | -141,892 | – | -0.03% | – | |
| XLC | Exit | Communication Services Select | $0 | – | -60,112 | – | -0.03% | – |
| Exit | Smurfit Kappa Group PLC | $0 | – | -99,994 | – | -0.03% | – | |
| ETN | Exit | Eaton Corp. PLC | $0 | – | -22,637 | – | -0.03% | – |
| PSMMY | Exit | Persimmon PLC (ADR)adr | $0 | – | -108,660 | – | -0.03% | – |
| WMT | Exit | Wal-Mart Stores Inc. | $0 | – | -23,518 | – | -0.03% | – |
| DIS | Exit | The Walt Disney Co. | $0 | – | -33,237 | – | -0.03% | – |
| Exit | Britvic PLC | $0 | – | -399,750 | – | -0.03% | – | |
| Exit | Samsung Electronics Co. Ltd. - | $0 | – | -97,199 | – | -0.03% | – | |
| ARW | Exit | Arrow Electronics Inc. | $0 | – | -34,261 | – | -0.03% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -18,985 | – | -0.03% | – |
| Exit | Deutsche Post AG | $0 | – | -107,168 | – | -0.04% | – | |
| Exit | Sanofi | $0 | – | -43,312 | – | -0.04% | – | |
| XLV | Exit | Health Care Select Sector SPDR | $0 | – | -28,726 | – | -0.04% | – |
| Exit | BNP Paribas SA | $0 | – | -80,708 | – | -0.04% | – | |
| Exit | Cie de Saint-Gobain | $0 | – | -96,677 | – | -0.04% | – | |
| AXP | Exit | American Express Co. | $0 | – | -26,616 | – | -0.04% | – |
| Exit | Samsung Electronics Co. Ltd. - | $0 | – | -4,406 | – | -0.04% | – | |
| ORCL | Exit | Oracle Corp. | $0 | – | -60,260 | – | -0.04% | – |
| Exit | Eurobank Ergasias SA (ADR)adr | $0 | – | -9,359,089 | – | -0.04% | – | |
| Exit | Samsung Electronics GDR | $0 | – | -4,316 | – | -0.04% | – | |
| CI | Exit | Cigna Corp. | $0 | – | -14,520 | – | -0.04% | – |
| SHG | Exit | Shinhan Financial Group Companadr | $0 | – | -184,102 | – | -0.04% | – |
| Exit | Capitaland India Trust | $0 | – | -5,874,039 | – | -0.05% | – | |
| MDLZ | Exit | Mondelez International Inc. | $0 | – | -80,774 | – | -0.05% | – |
| EWY | Exit | iShares MSCI South Korea ETF | $0 | – | -96,403 | – | -0.05% | – |
| Exit | Siemens AG | $0 | – | -49,020 | – | -0.05% | – | |
| Exit | SK Telecom Co Ltd (ADR)adr | $0 | – | -273,895 | – | -0.06% | – | |
| Exit | CapitaLand Ascendas REIT | $0 | – | -3,014,134 | – | -0.06% | – | |
| HCA | Exit | Hellenic Telecommunications Or | $0 | – | -382,757 | – | -0.06% | – |
| INDA | Exit | iShares MSCI India ETF | $0 | – | -138,281 | – | -0.06% | – |
| GOFPY | Exit | OPAP SA (ADR)adr | $0 | – | -957,696 | – | -0.06% | – |
| ET | Exit | Energy Transfer LP | $0 | – | -535,862 | – | -0.06% | – |
| SLCJY | Exit | SLC Agricola SA (ADR)adr | $0 | – | -745,338 | – | -0.06% | – |
| Exit | Tokio Marine Holdings Inc. | $0 | – | -374,394 | – | -0.07% | – | |
| Exit | Nestle SA | $0 | – | -63,704 | – | -0.07% | – | |
| ITUB | Exit | Itau Unibanco Holding SA-Prefadr | $0 | – | -1,454,582 | – | -0.08% | – |
| Exit | UPM-Kymmene Oyj | $0 | – | -236,328 | – | -0.08% | – | |
| Exit | Zijin Mining Group Co. Ltd. | $0 | – | -7,775,698 | – | -0.08% | – | |
| Exit | BAE Systems PLC | $0 | – | -866,367 | – | -0.08% | – | |
| Exit | Roche Holding AG | $0 | – | -23,827 | – | -0.08% | – | |
| Exit | PAX Global Technology Ltd. | $0 | – | -10,536,308 | – | -0.09% | – | |
| PBR | Exit | Petroleo Brasileiro SA (ADR)adr | $0 | – | -658,113 | – | -0.09% | – |
| Exit | Grupo Mexico SAB de CV | $0 | – | -2,582,271 | – | -0.09% | – | |
| Exit | United Overseas Bank Ltd. | $0 | – | -483,118 | – | -0.09% | – | |
| Exit | Zurich Insurance Group AG | $0 | – | -22,606 | – | -0.10% | – | |
| Exit | Anglo American PLC | $0 | – | -312,753 | – | -0.10% | – | |
| Exit | Kaspi.kz JSC | $0 | – | -186,802 | – | -0.12% | – | |
| TSM | Exit | Taiwan Semiconductor Manufactuadr | $0 | – | -162,000 | – | -0.12% | – |
| ENLAY | Exit | Enel SPA (ADR)adr | $0 | – | -3,168,846 | – | -0.14% | – |
| Exit | Banco Del Bajio | $0 | – | -5,234,467 | – | -0.14% | – | |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -492,770 | – | -0.14% | – | |
| Exit | Petroleo Brasileiro SA | $0 | – | -2,158,225 | – | -0.14% | – | |
| XYIGY | Exit | Xinyi Glass Holdings Ltd. (ADR)adr | $0 | – | -467,081 | – | -0.15% | – |
| Exit | Sasol Ltd. | $0 | – | -876,922 | – | -0.15% | – | |
| Exit | PT Telkom Indonesia Persero Tb | $0 | – | -49,787,530 | – | -0.16% | – | |
| Exit | AIA Group Ltd | $0 | – | -1,762,729 | – | -0.16% | – | |
| Exit | OPAP SA | $0 | – | -1,216,909 | – | -0.16% | – | |
| VLVLY | Exit | Volvo AB B-Shares (ADR)adr | $0 | – | -1,054,387 | – | -0.16% | – |
| DPSGY | Exit | Deutsche Post AG (ADR)adr | $0 | – | -497,178 | – | -0.16% | – |
| KTB | Exit | Airtel Africa PLC | $0 | – | -10,892,743 | – | -0.17% | – |
| MGDDY | Exit | Michelin cie Generale de Estabadr | $0 | – | -1,508,349 | – | -0.18% | – |
| Exit | PT Bank Rakyat Indonesia Perse | $0 | – | -61,102,130 | – | -0.19% | – | |
| SNY | Exit | Sanofi (ADR)adr | $0 | – | -486,815 | – | -0.20% | – |
| Exit | Prologis Property Mexico | $0 | – | -7,459,566 | – | -0.20% | – | |
| BTVCY | Exit | Britvic PLC (ADR)adr | $0 | – | -1,217,805 | – | -0.21% | – |
| CODYY | Exit | Cie de Saint-Gobain (ADR)adr | $0 | – | -2,711,386 | – | -0.21% | – |
| SKHHY | Exit | Sonic Healthcare Ltd. (ADR)adr | $0 | – | -992,198 | – | -0.21% | – |
| IBN | Exit | ICICI Bank Ltd. (ADR)adr | $0 | – | -973,170 | – | -0.22% | – |
| SMFKY | Exit | Smurfit Kappa Group PLC (ADR)adr | $0 | – | -749,110 | – | -0.23% | – |
| IBDRY | Exit | Iberdola SA (ADR)adr | $0 | – | -577,455 | – | -0.23% | – |
| Exit | Arca Continental SAB de CV | $0 | – | -3,453,745 | – | -0.27% | – | |
| BNPQY | Exit | BNP Paribas SA (ADR)adr | $0 | – | -1,178,171 | – | -0.27% | – |
| MURGY | Exit | Muenchener Ruechversicherungsadr | $0 | – | -1,046,778 | – | -0.27% | – |
| ASX | Exit | ASE Technology Holding Co. Ltdadr | $0 | – | -5,275,573 | – | -0.28% | – |
| TSCDY | Exit | Tesco PLC (ADR)adr | $0 | – | -3,931,401 | – | -0.29% | – |
| UPMMY | Exit | UPM-Kymmene OYJ (ADR)adr | $0 | – | -871,221 | – | -0.29% | – |
| KOF | Exit | Coca-Cola Femsa SAB de CV (ADRadr | $0 | – | -496,195 | – | -0.31% | – |
| NNGRY | Exit | NN Group NV (ADR)adr | $0 | – | -1,523,942 | – | -0.32% | – |
| DTEGY | Exit | Deutsche Telekom AG (ADR)adr | $0 | – | -1,775,996 | – | -0.32% | – |
| TGOPY | Exit | 3i Group PLC (ADR)adr | $0 | – | -5,309,558 | – | -0.35% | – |
| DNBBY | Exit | DNB Bank ASA (ADR)adr | $0 | – | -2,214,425 | – | -0.37% | – |
| SVNLY | Exit | Svenska Handelsbanken AB (ADR)adr | $0 | – | -8,662,466 | – | -0.37% | – |
| PWCDF | Exit | Power Corporation of Canada | $0 | – | -1,637,258 | – | -0.40% | – |
| EOG | Exit | EOG Resources Inc. | $0 | – | -343,414 | – | -0.41% | – |
| ALL | Exit | The Allstate Corp. | $0 | – | -320,396 | – | -0.43% | – |
| CAG | Exit | ConAgra Brands Inc. | $0 | – | -1,238,004 | – | -0.43% | – |
| TM | Exit | Toyota Motor Corp. (ADR)adr | $0 | – | -324,580 | – | -0.45% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -1,114,300 | – | -0.45% | – |
| VALE | Exit | Vale SA (ADR)adr | $0 | – | -3,193,685 | – | -0.46% | – |
| BTI | Exit | British American Tobacco PLC (adr | $0 | – | -1,278,401 | – | -0.49% | – |
| SOBKY | Exit | Softbank Corp (ADR)adr | $0 | – | -4,627,142 | – | -0.49% | – |
| RHHBY | Exit | Roche Holding AG (ADR)adr | $0 | – | -1,148,810 | – | -0.50% | – |
| TKOMY | Exit | Tokio Marine Holdings Inc. (ADR)adr | $0 | – | -883,140 | – | -0.50% | – |
| BAESY | Exit | BAE Systems PLC (ADR)adr | $0 | – | -1,373,224 | – | -0.52% | – |
| PPL | Exit | PPL Corp. | $0 | – | -1,898,308 | – | -0.52% | – |
| ZURVY | Exit | Zurich Insurance Group AG (ADR)adr | $0 | – | -1,212,280 | – | -0.52% | – |
| NSRGY | Exit | Nestle SA (ADR)adr | $0 | – | -457,748 | – | -0.53% | – |
| Exit | Shell PLC (ADR)adr | $0 | – | -990,139 | – | -0.53% | – | |
| UOVEY | Exit | United Overseas Bank Ltd. (ADR)adr | $0 | – | -1,427,335 | – | -0.56% | – |
| TTE | Exit | TotalEnergies SE (ADR)adr | $0 | – | -1,165,079 | – | -0.58% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -820,344 | – | -0.62% | – |
| NTTYY | Exit | Nippon Telegraph & Telephone Cadr | $0 | – | -2,228,573 | – | -0.65% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -324,744 | – | -0.81% | – |
| RIO | Exit | Rio Tinto PLC (ADR)adr | $0 | – | -1,391,277 | – | -0.82% | – |
| BXP | Exit | Boston Properties Inc. | $0 | – | -1,034,886 | – | -0.83% | – |
| T | Exit | AT&T Inc. | $0 | – | -6,225,156 | – | -1.02% | – |
| DEO | Exit | Diageo PLC (ADR)adr | $0 | – | -568,939 | – | -1.04% | – |
| MMM | Exit | 3M Co. | $0 | – | -885,773 | – | -1.05% | – |
| TRV | Exit | The Travelers Companies Inc. | $0 | – | -673,120 | – | -1.10% | – |
| CMCSA | Exit | Comcast Corp. (Cl A) | $0 | – | -4,134,060 | – | -1.30% | – |
| INTC | Exit | Intel Corp. | $0 | – | -4,731,096 | – | -1.31% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -1,103,088 | – | -1.33% | – |
| C | Exit | Citigroup Inc. | $0 | – | -3,063,009 | – | -1.37% | – |
| TGT | Exit | Target Corp. | $0 | – | -891,060 | – | -1.42% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -3,318,673 | – | -1.44% | – |
| LOW | Exit | Lowe's Cos. Inc. | $0 | – | -723,210 | – | -1.46% | – |
| UPS | Exit | United Parcel Service Inc. | $0 | – | -841,860 | – | -1.46% | – |
| DOW | Exit | Dow Inc | $0 | – | -3,482,075 | – | -1.64% | – |
| GD | Exit | General Dynamics Corp. | $0 | – | -731,652 | – | -1.66% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -5,180,090 | – | -1.68% | – |
| TFC | Exit | Truist Financial Corp | $0 | – | -3,773,964 | – | -1.76% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -4,192,800 | – | -1.80% | – |
| PEAK | Exit | Healthpeak Properties Inc | $0 | – | -7,485,246 | – | -1.84% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -3,984,883 | – | -1.87% | – |
| VICI | Exit | Vici Properties Inc. | $0 | – | -5,871,313 | – | -1.88% | – |
| SIEGY | Exit | Siemens AG (ADR)adr | $0 | – | -3,645,876 | – | -1.91% | – |
| COP | Exit | ConocoPhillips | $0 | – | -1,747,919 | – | -1.92% | – |
| AVGO | Exit | Broadcom Ltd. | $0 | – | -407,613 | – | -1.94% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -3,685,451 | – | -1.94% | – |
| UL | Exit | Unilever PLC (ADR)adr | $0 | – | -4,270,018 | – | -2.01% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -2,201,135 | – | -2.19% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -2,633,419 | – | -2.21% | – |
| CB | Exit | Chubb Ltd. | $0 | – | -1,148,800 | – | -2.24% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -2,626,885 | – | -2.27% | – |
| PM | Exit | Philip Morris International In | $0 | – | -2,556,953 | – | -2.27% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -2,057,845 | – | -2.30% | – |
| RTX | Exit | Raytheon Technologies Corp. | $0 | – | -2,779,100 | – | -2.44% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -1,583,972 | – | -2.44% | – |
| MS | Exit | Morgan Stanley | $0 | – | -2,892,843 | – | -2.45% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -1,541,244 | – | -2.47% | – |
| BCE | Exit | BCE Inc. | $0 | – | -5,568,231 | – | -2.50% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -2,872,521 | – | -2.65% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -2,861,328 | – | -2.68% | – |
| NVS | Exit | Novartis AG (ADR)adr | $0 | – | -3,467,273 | – | -2.82% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -1,627,220 | – | -2.85% | – |
Q3 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JNJ | Buy | Johnson & Johnson | $265,823,000 | +10.0% | 1,627,220 | +19.5% | 2.85% | +17.4% |
| NVS | Buy | Novartis AG (ADR)adr | $263,547,000 | -7.3% | 3,467,273 | +3.1% | 2.82% | -1.1% |
| XOM | Buy | Exxon Mobil Corp. | $249,823,000 | +2.7% | 2,861,328 | +0.8% | 2.68% | +9.6% |
| MRK | Buy | Merck & Co. Inc. | $247,381,000 | +5.7% | 2,872,521 | +11.9% | 2.65% | +12.8% |
| BCE | Buy | BCE Inc. | $233,532,000 | -13.0% | 5,568,231 | +2.1% | 2.50% | -7.2% |
| GPC | Sell | Genuine Parts Co. | $230,139,000 | +1.3% | 1,541,244 | -9.8% | 2.47% | +8.1% |
| MS | Buy | Morgan Stanley | $228,563,000 | +4.4% | 2,892,843 | +0.5% | 2.45% | +11.4% |
| CVX | Buy | Chevron Corp. | $227,569,000 | +2.0% | 1,583,972 | +2.8% | 2.44% | +8.8% |
| RTX | Sell | Raytheon Technologies Corp. | $227,497,000 | -17.6% | 2,779,100 | -3.3% | 2.44% | -12.1% |
| JPM | Buy | JP Morgan Chase & Co. | $215,045,000 | -2.9% | 2,057,845 | +4.7% | 2.30% | +3.6% |
| PM | Buy | Philip Morris International In | $212,253,000 | -14.2% | 2,556,953 | +2.0% | 2.27% | -8.5% |
| MDT | Buy | Medtronic PLC | $212,121,000 | +15.4% | 2,626,885 | +28.3% | 2.27% | +23.1% |
| CB | Buy | Chubb Ltd. | $208,944,000 | -7.2% | 1,148,800 | +0.3% | 2.24% | -1.0% |
| NEE | Sell | NextEra Energy Inc | $206,486,000 | +0.8% | 2,633,419 | -0.4% | 2.21% | +7.5% |
| DUK | Buy | Duke Energy Corp. | $204,750,000 | -11.4% | 2,201,135 | +2.1% | 2.19% | -5.5% |
| UL | Buy | Unilever PLC (ADR)adr | $187,198,000 | +13.7% | 4,270,018 | +18.9% | 2.01% | +21.4% |
| JCI | Buy | Johnson Controls International | $181,398,000 | +4.2% | 3,685,451 | +1.4% | 1.94% | +11.2% |
| AVGO | Buy | Broadcom Ltd. | $180,984,000 | -5.5% | 407,613 | +3.4% | 1.94% | +0.8% |
| COP | Buy | ConocoPhillips | $178,882,000 | +27.0% | 1,747,919 | +11.5% | 1.92% | +35.6% |
| SIEGY | Buy | Siemens AG (ADR)adr | $178,466,000 | +4.6% | 3,645,876 | +9.1% | 1.91% | +11.6% |
| VICI | Buy | Vici Properties Inc. | $175,259,000 | +1.7% | 5,871,313 | +1.5% | 1.88% | +8.5% |
| PFE | Buy | Pfizer Inc. | $174,378,000 | -9.5% | 3,984,883 | +8.4% | 1.87% | -3.5% |
| PEAK | Buy | Healthpeak Properties Inc | $171,562,000 | +20.8% | 7,485,246 | +36.6% | 1.84% | +28.9% |
| CSCO | Buy | Cisco Systems Inc. | $167,712,000 | -4.6% | 4,192,800 | +1.7% | 1.80% | +1.8% |
| TFC | Sell | Truist Financial Corp | $164,318,000 | -12.4% | 3,773,964 | -4.6% | 1.76% | -6.5% |
| BAC | Sell | Bank of America Corp. | $156,439,000 | -9.5% | 5,180,090 | -6.7% | 1.68% | -3.4% |
| GD | Buy | General Dynamics Corp. | $155,235,000 | -2.4% | 731,652 | +1.7% | 1.66% | +4.1% |
| DOW | Buy | Dow Inc | $152,968,000 | +3.0% | 3,482,075 | +21.1% | 1.64% | +9.9% |
| UPS | Buy | United Parcel Service Inc. | $135,994,000 | -11.3% | 841,860 | +0.2% | 1.46% | -5.4% |
| LOW | Buy | Lowe's Cos. Inc. | $135,826,000 | +9.6% | 723,210 | +1.9% | 1.46% | +16.9% |
| MO | Buy | Altria Group Inc. | $134,008,000 | -0.5% | 3,318,673 | +2.9% | 1.44% | +6.1% |
| TGT | Buy | Target Corp. | $132,224,000 | +9.7% | 891,060 | +4.4% | 1.42% | +17.1% |
| C | Buy | Citigroup Inc. | $127,636,000 | +6.9% | 3,063,009 | +18.0% | 1.37% | +14.1% |
| KMB | Buy | Kimberly-Clark Corp. | $124,142,000 | -15.4% | 1,103,088 | +1.6% | 1.33% | -9.7% |
| INTC | Buy | Intel Corp. | $121,920,000 | -26.4% | 4,731,096 | +6.9% | 1.31% | -21.5% |
| CMCSA | Buy | Comcast Corp. (Cl A) | $121,252,000 | -6.4% | 4,134,060 | +25.2% | 1.30% | -0.2% |
| TRV | Buy | The Travelers Companies Inc. | $103,122,000 | -8.1% | 673,120 | +1.4% | 1.10% | -2.0% |
| MMM | Sell | 3M Co. | $97,878,000 | -15.6% | 885,773 | -1.1% | 1.05% | -9.9% |
| DEO | Buy | Diageo PLC (ADR)adr | $96,612,000 | -0.8% | 568,939 | +1.7% | 1.04% | +5.8% |
| T | Buy | AT&T Inc. | $95,494,000 | -26.3% | 6,225,156 | +0.7% | 1.02% | -21.4% |
| BXP | Buy | Boston Properties Inc. | $77,585,000 | +13.7% | 1,034,886 | +35.0% | 0.83% | +21.3% |
| RIO | Buy | Rio Tinto PLC (ADR)adr | $76,604,000 | +1.3% | 1,391,277 | +12.2% | 0.82% | +8.0% |
| MSFT | Buy | Microsoft Corp. | $75,633,000 | -9.1% | 324,744 | +0.2% | 0.81% | -3.1% |
| NTTYY | Sell | Nippon Telegraph & Telephone Cadr | $60,394,000 | -9.1% | 2,228,573 | -3.5% | 0.65% | -3.1% |
| BMY | Buy | Bristol-Myers Squibb Co. | $58,318,000 | -1.9% | 820,344 | +6.2% | 0.62% | +4.7% |
| TTE | Buy | TotalEnergies SE (ADR)adr | $54,199,000 | -11.2% | 1,165,079 | +0.5% | 0.58% | -5.2% |
| UOVEY | Sell | United Overseas Bank Ltd. (ADR)adr | $51,755,000 | -4.1% | 1,427,335 | -0.1% | 0.56% | +2.4% |
| NSRGY | Buy | Nestle SA (ADR)adr | $49,258,000 | -7.3% | 457,748 | +0.2% | 0.53% | -1.1% |
| Sell | Shell PLC (ADR)adr | $49,269,000 | -5.6% | 990,139 | -0.8% | 0.53% | +0.8% | |
| ZURVY | Sell | Zurich Insurance Group AG (ADR)adr | $48,224,000 | -9.9% | 1,212,280 | -1.4% | 0.52% | -3.7% |
| PPL | Buy | PPL Corp. | $48,122,000 | +20.8% | 1,898,308 | +29.3% | 0.52% | +29.0% |
| BAESY | Sell | BAE Systems PLC (ADR)adr | $48,152,000 | -14.5% | 1,373,224 | -1.0% | 0.52% | -8.8% |
| TKOMY | Sell | Tokio Marine Holdings Inc. (ADR)adr | $47,001,000 | -10.1% | 883,140 | -1.5% | 0.50% | -4.0% |
| RHHBY | Buy | Roche Holding AG (ADR)adr | $46,665,000 | -0.2% | 1,148,810 | +2.5% | 0.50% | +6.6% |
| SOBKY | Buy | Softbank Corp (ADR)adr | $46,086,000 | -4.3% | 4,627,142 | +6.3% | 0.49% | +2.3% |
| BTI | Sell | British American Tobacco PLC (adr | $45,383,000 | -18.6% | 1,278,401 | -1.6% | 0.49% | -13.2% |
| VALE | Buy | Vale SA (ADR)adr | $42,540,000 | -6.1% | 3,193,685 | +3.2% | 0.46% | +0.2% |
| VZ | Buy | Verizon Communications Inc. | $42,310,000 | -7.9% | 1,114,300 | +23.0% | 0.45% | -1.9% |
| TM | Sell | Toyota Motor Corp. (ADR)adr | $42,290,000 | -48.8% | 324,580 | -39.4% | 0.45% | -45.4% |
| CAG | Buy | ConAgra Brands Inc. | $40,396,000 | +45.6% | 1,238,004 | +52.8% | 0.43% | +55.2% |
| ALL | Buy | The Allstate Corp. | $39,899,000 | +17.3% | 320,396 | +19.3% | 0.43% | +24.9% |
| EOG | New | EOG Resources Inc. | $38,370,000 | – | 343,414 | – | 0.41% | – |
| PWCDF | Buy | Power Corporation of Canada | $37,025,000 | -11.1% | 1,637,258 | +1.1% | 0.40% | -5.0% |
| SVNLY | Buy | Svenska Handelsbanken AB (ADR)adr | $34,910,000 | -2.5% | 8,662,466 | +2.1% | 0.37% | +4.2% |
| DNBBY | Buy | DNB Bank ASA (ADR)adr | $34,778,000 | +6.5% | 2,214,425 | +22.8% | 0.37% | +13.7% |
| TGOPY | Buy | 3i Group PLC (ADR)adr | $32,494,000 | +7.9% | 5,309,558 | +19.7% | 0.35% | +15.2% |
| DTEGY | Buy | Deutsche Telekom AG (ADR)adr | $30,298,000 | +16.4% | 1,775,996 | +36.0% | 0.32% | +24.5% |
| NNGRY | Sell | NN Group NV (ADR)adr | $29,564,000 | -15.3% | 1,523,942 | -1.0% | 0.32% | -9.4% |
| KOF | Buy | Coca-Cola Femsa SAB de CV (ADRadr | $28,973,000 | +128.6% | 496,195 | +116.4% | 0.31% | +144.1% |
| UPMMY | Buy | UPM-Kymmene OYJ (ADR)adr | $27,452,000 | +25.3% | 871,221 | +21.2% | 0.29% | +33.6% |
| TSCDY | Sell | Tesco PLC (ADR)adr | $26,930,000 | -30.5% | 3,931,401 | -5.7% | 0.29% | -25.7% |
| ASX | Sell | ASE Technology Holding Co. Ltdadr | $26,325,000 | -4.8% | 5,275,573 | -1.4% | 0.28% | +1.4% |
| MURGY | Sell | Muenchener Ruechversicherungsadr | $25,227,000 | +2.5% | 1,046,778 | -0.1% | 0.27% | +9.3% |
| BNPQY | Sell | BNP Paribas SA (ADR)adr | $24,883,000 | -32.4% | 1,178,171 | -23.2% | 0.27% | -27.8% |
| Buy | Arca Continental SAB de CV | $24,871,000 | +24.1% | 3,453,745 | +13.5% | 0.27% | +32.3% | |
| IBDRY | Sell | Iberdola SA (ADR)adr | $21,487,000 | -11.0% | 577,455 | -1.0% | 0.23% | -5.0% |
| SMFKY | Sell | Smurfit Kappa Group PLC (ADR)adr | $21,237,000 | -16.7% | 749,110 | -0.3% | 0.23% | -10.9% |
| IBN | Sell | ICICI Bank Ltd. (ADR)adr | $20,407,000 | +16.1% | 973,170 | -1.7% | 0.22% | +24.4% |
| SKHHY | Buy | Sonic Healthcare Ltd. (ADR)adr | $19,487,000 | -9.4% | 992,198 | +5.3% | 0.21% | -3.2% |
| CODYY | Sell | Cie de Saint-Gobain (ADR)adr | $19,278,000 | -18.1% | 2,711,386 | -1.5% | 0.21% | -12.3% |
| BTVCY | Sell | Britvic PLC (ADR)adr | $19,193,000 | -21.8% | 1,217,805 | -1.7% | 0.21% | -16.3% |
| Buy | Prologis Property Mexico | $18,962,000 | -0.1% | 7,459,566 | +3.0% | 0.20% | +6.3% | |
| SNY | Sell | Sanofi (ADR)adr | $18,509,000 | -54.6% | 486,815 | -40.3% | 0.20% | -51.6% |
| Buy | PT Bank Rakyat Indonesia Perse | $17,988,000 | +9.6% | 61,102,130 | +3.4% | 0.19% | +17.0% | |
| MGDDY | Sell | Michelin cie Generale de Estabadr | $16,765,000 | -19.1% | 1,508,349 | -1.4% | 0.18% | -13.5% |
| KTB | Buy | Airtel Africa PLC | $15,714,000 | +4.0% | 10,892,743 | +18.6% | 0.17% | +10.5% |
| DPSGY | Buy | Deutsche Post AG (ADR)adr | $14,945,000 | -17.0% | 497,178 | +3.7% | 0.16% | -11.6% |
| VLVLY | Buy | Volvo AB B-Shares (ADR)adr | $14,772,000 | -8.4% | 1,054,387 | +1.3% | 0.16% | -2.5% |
| Sell | OPAP SA | $14,646,000 | -18.1% | 1,216,909 | -2.6% | 0.16% | -12.8% | |
| Sell | AIA Group Ltd | $14,697,000 | -28.0% | 1,762,729 | -6.4% | 0.16% | -23.4% | |
| Buy | PT Telkom Indonesia Persero Tb | $14,559,000 | +18.8% | 49,787,530 | +8.9% | 0.16% | +26.8% | |
| Buy | Sasol Ltd. | $13,844,000 | -13.5% | 876,922 | +25.1% | 0.15% | -8.1% | |
| XYIGY | Sell | Xinyi Glass Holdings Ltd. (ADR)adr | $13,590,000 | -41.3% | 467,081 | -3.2% | 0.15% | -37.1% |
| Sell | Petroleo Brasileiro SA | $13,238,000 | -1.5% | 2,158,225 | -6.2% | 0.14% | +5.2% | |
| Buy | Banco Del Bajio | $13,233,000 | +39.9% | 5,234,467 | +10.9% | 0.14% | +49.5% | |
| Buy | Nippon Telegraph & Telephone C | $13,299,000 | +27.9% | 492,770 | +36.1% | 0.14% | +36.5% | |
| ENLAY | Sell | Enel SPA (ADR)adr | $12,866,000 | -44.5% | 3,168,846 | -25.6% | 0.14% | -40.8% |
| TSM | Buy | Taiwan Semiconductor Manufactuadr | $11,107,000 | -14.5% | 162,000 | +1.9% | 0.12% | -8.5% |
| Buy | Kaspi.kz JSC | $10,835,000 | +98.7% | 186,802 | +55.9% | 0.12% | +110.9% | |
| Sell | Anglo American PLC | $9,553,000 | -16.9% | 312,753 | -2.7% | 0.10% | -11.3% | |
| Buy | Zurich Insurance Group AG | $9,051,000 | -5.3% | 22,606 | +2.9% | 0.10% | +1.0% | |
| Buy | United Overseas Bank Ltd. | $8,800,000 | +11.1% | 483,118 | +15.3% | 0.09% | +17.5% | |
| Sell | Grupo Mexico SAB de CV | $8,735,000 | -25.2% | 2,582,271 | -8.4% | 0.09% | -19.7% | |
| PBR | Sell | Petroleo Brasileiro SA (ADR)adr | $8,121,000 | -0.1% | 658,113 | -5.4% | 0.09% | +6.1% |
| Buy | PAX Global Technology Ltd. | $8,000,000 | +24.9% | 10,536,308 | +28.1% | 0.09% | +34.4% | |
| Buy | Roche Holding AG | $7,812,000 | +74.9% | 23,827 | +78.1% | 0.08% | +86.7% | |
| Buy | BAE Systems PLC | $7,640,000 | -0.5% | 866,367 | +14.0% | 0.08% | +6.5% | |
| Sell | Zijin Mining Group Co. Ltd. | $7,578,000 | -49.3% | 7,775,698 | -36.3% | 0.08% | -46.0% | |
| ITUB | Sell | Itau Unibanco Holding SA-Prefadr | $7,520,000 | +20.6% | 1,454,582 | -0.2% | 0.08% | +28.6% |
| Buy | UPM-Kymmene Oyj | $7,546,000 | +74.5% | 236,328 | +66.1% | 0.08% | +88.4% | |
| Buy | Nestle SA | $6,914,000 | +7.3% | 63,704 | +15.4% | 0.07% | +13.8% | |
| Buy | Tokio Marine Holdings Inc. | $6,635,000 | -3.6% | 374,394 | +216.7% | 0.07% | +2.9% | |
| SLCJY | Buy | SLC Agricola SA (ADR)adr | $6,022,000 | -1.7% | 745,338 | +4.6% | 0.06% | +4.8% |
| ET | Buy | Energy Transfer LP | $5,911,000 | +10.7% | 535,862 | +0.1% | 0.06% | +16.7% |
| GOFPY | Sell | OPAP SA (ADR)adr | $5,794,000 | -22.0% | 957,696 | -8.2% | 0.06% | -17.3% |
| Buy | CapitaLand Ascendas REIT | $5,645,000 | -1.6% | 3,014,134 | +7.7% | 0.06% | +3.4% | |
| HCA | Sell | Hellenic Telecommunications Or | $5,571,000 | -21.4% | 382,757 | -6.2% | 0.06% | -15.5% |
| INDA | Buy | iShares MSCI India ETF | $5,639,000 | +14.7% | 138,281 | +10.7% | 0.06% | +22.4% |
| Sell | SK Telecom Co Ltd (ADR)adr | $5,275,000 | -16.5% | 273,895 | -3.3% | 0.06% | -9.5% | |
| Sell | Siemens AG | $4,862,000 | -32.8% | 49,020 | -31.1% | 0.05% | -28.8% | |
| EWY | Sell | iShares MSCI South Korea ETF | $4,566,000 | -26.2% | 96,403 | -9.3% | 0.05% | -21.0% |
| MDLZ | Buy | Mondelez International Inc. | $4,429,000 | -11.2% | 80,774 | +0.6% | 0.05% | -6.0% |
| Sell | Capitaland India Trust | $4,294,000 | -24.1% | 5,874,039 | -12.5% | 0.05% | -19.3% | |
| SHG | Sell | Shinhan Financial Group Companadr | $4,234,000 | -43.6% | 184,102 | -29.9% | 0.04% | -40.0% |
| Buy | Samsung Electronics GDR | $3,979,000 | -10.1% | 4,316 | +6.4% | 0.04% | -2.3% | |
| CI | Buy | Cigna Corp. | $4,029,000 | +6.3% | 14,520 | +0.9% | 0.04% | +13.2% |
| Buy | Eurobank Ergasias SA (ADR)adr | $3,687,000 | -7.3% | 9,359,089 | +1.1% | 0.04% | 0.0% | |
| ORCL | Buy | Oracle Corp. | $3,680,000 | -10.5% | 60,260 | +2.4% | 0.04% | -4.9% |
| Sell | Samsung Electronics Co. Ltd. - | $3,617,000 | -19.1% | 4,406 | -0.5% | 0.04% | -13.3% | |
| Sell | Cie de Saint-Gobain | $3,511,000 | -31.1% | 96,677 | -18.6% | 0.04% | -25.5% | |
| AXP | Buy | American Express Co. | $3,591,000 | +16.6% | 26,616 | +19.8% | 0.04% | +22.6% |
| Sell | BNP Paribas SA | $3,449,000 | -53.0% | 80,708 | -47.7% | 0.04% | -50.0% | |
| XLV | Sell | Health Care Select Sector SPDR | $3,479,000 | -76.5% | 28,726 | -75.1% | 0.04% | -75.0% |
| Sell | Sanofi | $3,328,000 | -61.3% | 43,312 | -49.1% | 0.04% | -58.1% | |
| Sell | Deutsche Post AG | $3,268,000 | -39.8% | 107,168 | -26.0% | 0.04% | -35.2% | |
| Buy | Samsung Electronics Co. Ltd. - | $3,161,000 | +103.9% | 97,199 | +153.0% | 0.03% | +112.5% | |
| ARW | Sell | Arrow Electronics Inc. | $3,159,000 | -18.8% | 34,261 | -1.2% | 0.03% | -12.8% |
| DIS | Buy | The Walt Disney Co. | $3,135,000 | +6.1% | 33,237 | +6.2% | 0.03% | +13.3% |
| Buy | Britvic PLC | $3,203,000 | -14.3% | 399,750 | +5.6% | 0.03% | -10.5% | |
| WMT | Buy | Wal-Mart Stores Inc. | $3,050,000 | +7.6% | 23,518 | +0.9% | 0.03% | +17.9% |
| PSMMY | Sell | Persimmon PLC (ADR)adr | $2,968,000 | -79.5% | 108,660 | -65.9% | 0.03% | -78.1% |
| ETN | Buy | Eaton Corp. PLC | $3,019,000 | +7.1% | 22,637 | +1.2% | 0.03% | +14.3% |
| Sell | Smurfit Kappa Group PLC | $2,874,000 | -42.9% | 99,994 | -33.2% | 0.03% | -39.2% | |
| XLC | Buy | Communication Services Select | $2,879,000 | +364.4% | 60,112 | +426.0% | 0.03% | +416.7% |
| CNI | Sell | Canadian National Railway Co. | $2,761,000 | -6.8% | 25,567 | -2.9% | 0.03% | 0.0% |
| Sell | Sonic Healthcare Ltd. | $2,776,000 | -27.3% | 141,892 | -15.3% | 0.03% | -21.1% | |
| UNP | Sell | Union Pacific Corp. | $2,733,000 | -8.8% | 14,026 | -0.2% | 0.03% | -3.3% |
| BWA | Sell | BorgWarner Inc. | $2,613,000 | -7.5% | 83,227 | -1.7% | 0.03% | 0.0% |
| SIMO | Buy | Silicon Motion Technology Corpadr | $2,639,000 | +100.7% | 40,482 | +157.6% | 0.03% | +115.4% |
| HLTOY | Buy | Hellenic Telecommunications Oradr | $2,602,000 | -21.3% | 371,385 | +2.1% | 0.03% | -15.2% |
| PNC | Buy | The PNC Financial Services Gro | $2,599,000 | -2.5% | 17,391 | +2.9% | 0.03% | +3.7% |
| XLI | Sell | Industrial Select Sector SPDR | $2,522,000 | -61.4% | 30,443 | -59.3% | 0.03% | -59.1% |
| Sell | Muenchener Ruechversicherungs | $2,434,000 | -16.6% | 10,032 | -19.3% | 0.03% | -10.3% | |
| XLF | Sell | Financial Select Sector SPDR F | $2,414,000 | -85.9% | 79,507 | -85.3% | 0.03% | -84.8% |
| Buy | Novartis AG | $2,361,000 | -2.4% | 30,834 | +7.9% | 0.02% | +4.2% | |
| EWT | Sell | iShares MSCI Taiwan ETF | $2,368,000 | -60.1% | 54,944 | -53.4% | 0.02% | -58.3% |
| AXTA | Buy | Axalta Coating Systems Ltd. | $2,199,000 | +11.5% | 104,410 | +17.0% | 0.02% | +20.0% |
| ADM | Buy | Archer-Daniels-Midland Co. | $2,154,000 | +4.4% | 26,777 | +0.7% | 0.02% | +9.5% |
| XLP | Sell | Consumer Staples Select Sector | $2,128,000 | -77.0% | 31,884 | -75.1% | 0.02% | -75.3% |
| AMAT | Buy | Applied Materials Inc. | $2,145,000 | +6.3% | 26,176 | +18.1% | 0.02% | +15.0% |
| MCD | Buy | McDonald's Corp. | $2,105,000 | -4.3% | 9,121 | +2.4% | 0.02% | +4.5% |
| PKG | Buy | Packaging Corp. of America | $1,973,000 | -17.2% | 17,571 | +1.4% | 0.02% | -12.5% |
| PG | Sell | The Procter & Gamble Co. | $1,917,000 | -12.4% | 15,182 | -0.2% | 0.02% | -4.5% |
| XLK | Buy | Technology Select Sector SPDR | $2,002,000 | +65.2% | 16,853 | +76.8% | 0.02% | +75.0% |
| MYTHY | New | Mytilineos SA (ADR)adr | $1,924,000 | – | 142,923 | – | 0.02% | – |
| SRE | Buy | Sempra Energy | $1,882,000 | +0.5% | 12,549 | +0.7% | 0.02% | +5.3% |
| Sell | Mediatek Inc | $1,900,000 | -64.6% | 109,500 | -55.4% | 0.02% | -63.0% | |
| ST | Buy | Sensata Technologies Holding P | $1,653,000 | +17.3% | 44,333 | +30.0% | 0.02% | +28.6% |
| Sell | BMW AG | $1,600,000 | -41.6% | 23,321 | -34.5% | 0.02% | -39.3% | |
| XLRE | Sell | Real Estate Select Sector SPDR | $1,561,000 | -95.6% | 43,343 | -95.0% | 0.02% | -95.2% |
| SJM | Buy | The JM Smucker Co. | $1,447,000 | +7.6% | 10,530 | +0.2% | 0.02% | +14.3% |
| BA | Buy | BOEING CO/THE | $1,489,000 | -9.9% | 12,297 | +1.7% | 0.02% | -5.9% |
| EFV | Buy | iShares MSCI EAFE Value ETF | $1,479,000 | +121.7% | 38,382 | +149.9% | 0.02% | +128.6% |
| XLB | Buy | Materials Select Sector SPDR F | $1,383,000 | +220.9% | 20,338 | +247.1% | 0.02% | +275.0% |
| TMO | Buy | Thermo Fisher Scientific Inc. | $1,419,000 | -5.3% | 2,797 | +1.4% | 0.02% | 0.0% |
| Buy | Unilever PLC | $1,442,000 | +11.4% | 32,545 | +14.1% | 0.02% | +15.4% | |
| PEP | Sell | PepsiCo Inc. | $1,429,000 | -2.2% | 8,755 | -0.1% | 0.02% | 0.0% |
| FIBK | Sell | First Interstate Bancsystem In | $1,380,000 | +3.3% | 34,203 | -2.5% | 0.02% | +15.4% |
| Sell | Volvo AB B-Shares | $1,264,000 | -22.6% | 88,724 | -15.9% | 0.01% | -12.5% | |
| FHN | Buy | First Horizon Corp. | $1,236,000 | +10.8% | 53,980 | +5.7% | 0.01% | +18.2% |
| RL | Buy | Ralph Lauren Corp. | $1,191,000 | +62.5% | 14,023 | +71.5% | 0.01% | +85.7% |
| CCEP | New | Coca Cola Euro Pacific | $1,078,000 | – | 25,282 | – | 0.01% | – |
| BBSI | Buy | Barrett Business Services Inc. | $1,113,000 | +12.7% | 14,263 | +5.2% | 0.01% | +20.0% |
| HAE | Sell | Haemonetics Corp. | $1,160,000 | +11.3% | 15,667 | -2.0% | 0.01% | +20.0% |
| UBS | Sell | UBS Group AG (ADR)adr | $997,000 | -14.0% | 68,682 | -3.9% | 0.01% | -8.3% |
| DENN | Buy | Denny's Corp. | $1,009,000 | +196.8% | 107,188 | +173.3% | 0.01% | +266.7% |
| BGSF | Buy | BGSF Inc. | $977,000 | -5.7% | 87,921 | +4.8% | 0.01% | 0.0% |
| NTIOF | Sell | National Bank of Canada | $900,000 | -5.0% | 14,374 | -0.3% | 0.01% | 0.0% |
| VNM | Buy | VanEck Vietnam ETF | $972,000 | -6.6% | 73,054 | +1.0% | 0.01% | 0.0% |
| Sell | KMC Kuei Meng International In | $882,000 | -63.6% | 200,000 | -54.0% | 0.01% | -62.5% | |
| COG | Buy | Coterra Energy Inc. | $829,000 | +5.3% | 31,726 | +3.9% | 0.01% | +12.5% |
| DD | Sell | DuPont De Nemour | $794,000 | -15.0% | 15,755 | -6.3% | 0.01% | 0.0% |
| QCOM | Buy | QUALCOMM Inc. | $833,000 | +26.2% | 7,374 | +42.8% | 0.01% | +28.6% |
| VREX | Buy | Varex Imaging Corp. | $853,000 | +143.7% | 40,361 | +146.4% | 0.01% | +125.0% |
| CSX | Buy | CSX Corp. | $767,000 | -8.0% | 28,773 | +0.3% | 0.01% | 0.0% |
| SR | Buy | Spire Inc. | $711,000 | +113.5% | 11,413 | +155.2% | 0.01% | +166.7% |
| Sell | Quanta Computer Inc. | $756,000 | -71.8% | 311,800 | -68.8% | 0.01% | -70.4% | |
| ABCB | Buy | Ameris Bancorp | $702,000 | +17.8% | 15,705 | +5.9% | 0.01% | +33.3% |
| SPG | Buy | Simon Property Group Inc. | $739,000 | +6.6% | 8,232 | +12.8% | 0.01% | +14.3% |
| GLDD | New | Great Lakes Dredge & Dock Corp | $741,000 | – | 97,750 | – | 0.01% | – |
| XLU | New | Utilities Select Sector SPDR F | $709,000 | – | 10,821 | – | 0.01% | – |
| Sell | HF Sinclair Corporation | $661,000 | +9.4% | 12,280 | -8.2% | 0.01% | +16.7% | |
| EPD | Buy | Enterprise Products Partners L | $681,000 | +14.8% | 28,635 | +17.7% | 0.01% | +16.7% |
| SFNC | Buy | Simons First National Corp. | $685,000 | +17.5% | 31,414 | +14.6% | 0.01% | +16.7% |
| D | Sell | Dominion Resources Inc. | $621,000 | -16.3% | 8,986 | -3.3% | 0.01% | 0.0% |
| HUN | Buy | Huntsman Corp. | $561,000 | -0.9% | 22,876 | +14.6% | 0.01% | 0.0% |
| MNRL | Buy | Brigham Minerals Inc. | $588,000 | +26.2% | 23,849 | +25.9% | 0.01% | +20.0% |
| Sell | Mahindra & Mahindra Reg S (GDR | $554,000 | -7.0% | 35,518 | -18.9% | 0.01% | 0.0% | |
| AMGN | Sell | Amgen Inc. | $492,000 | -10.4% | 2,181 | -3.4% | 0.01% | -16.7% |
| IWD | New | iShares Russell 1000 Value ETF | $432,000 | – | 3,178 | – | 0.01% | – |
| ANIP | Buy | ANI Pharmaceuticals Inc. | $441,000 | +40.0% | 13,709 | +29.1% | 0.01% | +66.7% |
| Sell | Civitas Resources Inc. | $446,000 | -2.4% | 7,775 | -11.0% | 0.01% | 0.0% | |
| KO | Buy | The Coca-Cola Co. | $422,000 | +9.0% | 7,539 | +22.6% | 0.01% | +25.0% |
| SSB | Sell | SouthState Corp. | $501,000 | -4.8% | 6,327 | -7.1% | 0.01% | 0.0% |
| TKR | New | The Timken Co. | $474,000 | – | 8,033 | – | 0.01% | – |
| ABBV | Buy | AbbVie Inc. | $472,000 | -4.8% | 3,520 | +8.6% | 0.01% | 0.0% |
| IBM | Sell | International Business Machine | $437,000 | -19.2% | 3,678 | -4.0% | 0.01% | 0.0% |
| VGR | Buy | Vector Group Ltd. | $431,000 | +31.8% | 48,899 | +56.8% | 0.01% | +66.7% |
| SPR | Buy | Spirit AeroSystems Holdings In | $345,000 | +1.8% | 15,747 | +36.2% | 0.00% | +33.3% |
| Sell | General Electric Co. | $406,000 | -22.2% | 6,551 | -20.1% | 0.00% | -20.0% | |
| HP | Buy | Helmerich & Payne Inc. | $333,000 | -4.3% | 8,996 | +11.4% | 0.00% | +33.3% |
| HST | Sell | Host Hotels & Resorts Inc. | $377,000 | -12.7% | 23,738 | -13.8% | 0.00% | 0.0% |
| ENB | Sell | Enbridge Inc. | $357,000 | -19.2% | 9,627 | -8.0% | 0.00% | 0.0% |
| TAL | Buy | Central Asia Metals | $342,000 | -4.2% | 141,205 | +6.5% | 0.00% | 0.0% |
| SMP | New | Standard Motor Products Inc. | $382,000 | – | 11,768 | – | 0.00% | – |
| CPA | Buy | Copa Holdings S.A. | $371,000 | +28.8% | 5,536 | +21.9% | 0.00% | +33.3% |
| New | 3R Petroleumon | $414,000 | – | 62,660 | – | 0.00% | – | |
| RLJ | Buy | RLJ Lodging Trust | $241,000 | +1.7% | 23,820 | +10.9% | 0.00% | +50.0% |
| EEM | Sell | iShares MSCI Emerging Markets | $312,000 | -85.7% | 8,950 | -83.5% | 0.00% | -86.4% |
| Sell | CITIC Securities Company Ltd. | $268,000 | -95.6% | 157,697 | -94.2% | 0.00% | -95.1% | |
| PFC | New | Premier Financial Corp | $280,000 | – | 10,888 | – | 0.00% | – |
| EBS | New | Emergent BioSolutions Inc. | $246,000 | – | 11,708 | – | 0.00% | – |
| RUTH | Buy | Ruth's Hospitality Group Inc. | $295,000 | +15.7% | 17,490 | +11.6% | 0.00% | 0.0% |
| EFSC | New | Enterprise Financial Services | $302,000 | – | 6,851 | – | 0.00% | – |
| LIN | Buy | Linde PLC | $313,000 | +8.7% | 1,160 | +16.0% | 0.00% | 0.0% |
| EWL | New | iShares MSCI Switzerland ETF | $276,000 | – | 7,374 | – | 0.00% | – |
| SCS | Buy | Steelcase Inc. | $268,000 | -19.0% | 41,171 | +33.5% | 0.00% | 0.0% |
| CMTL | Sell | Comtech Telecommunications Cor | $320,000 | +5.6% | 31,931 | -4.3% | 0.00% | 0.0% |
| XLE | New | Energy Select Sector SPDR Fund | $286,000 | – | 3,967 | – | 0.00% | – |
| ENOR | New | iShares MSCI Norway ETF | $211,000 | – | 10,139 | – | 0.00% | – |
| CBT | Sell | Cabot Corp. | $214,000 | -24.4% | 3,351 | -24.4% | 0.00% | -33.3% |
| EWJ | New | iShares MSCI Japan ETF | $222,000 | – | 4,538 | – | 0.00% | – |
| WTTR | Buy | Select Energy Services Inc. | $148,000 | +6.5% | 21,297 | +4.2% | 0.00% | +100.0% |
| PCH | New | PotlatchDeltic Corp | $225,000 | – | 5,486 | – | 0.00% | – |
| Buy | PT International Nickel Indone | $182,000 | +727.3% | 434,000 | +635.6% | 0.00% | – | |
| UA | New | Under Armour Inc. (class C) | $197,000 | – | 32,993 | – | 0.00% | – |
| MEC | Sell | Mayville Engineering Company I | $113,000 | -63.0% | 17,350 | -56.0% | 0.00% | -66.7% |
| Buy | Singapore Technologies Enginee | $70,000 | -2.8% | 28,210 | +14.7% | 0.00% | 0.0% | |
| Sell | Nickel Asia Corp. | $107,000 | -33.1% | 1,242,000 | -11.3% | 0.00% | -50.0% | |
| SBS | Buy | Companhia de Saneamento Basicoadr | $115,000 | +19.8% | 12,659 | +5.2% | 0.00% | 0.0% |
| NILSY | Sell | MMC Norilsk Nickel PJSC (ADR)adr | $87,000 | -3.3% | 28,870 | -3.1% | 0.00% | 0.0% |
| Exit | Stella International Holdings | $0 | – | -20,560 | – | 0.00% | – | |
| Exit | ABC Brasil | $0 | – | -13,210 | – | 0.00% | – | |
| GTE | Sell | Gran Tierra Energy Inc. | $20,000 | -33.3% | 16,165 | -38.5% | 0.00% | – |
| Sell | EC Healthcare | $31,000 | -58.1% | 49,070 | -32.9% | 0.00% | -100.0% | |
| Sell | Globaltrans Investment PLC GDR | $0 | – | 104,811 | -0.7% | 0.00% | – | |
| Sell | Nagacorp Ltd. | $39,000 | -35.0% | 58,650 | -20.5% | 0.00% | -100.0% | |
| Exit | Doman Building Materials Group | $0 | – | -12,300 | – | -0.00% | – | |
| BX | Exit | Blackstone Inc | $0 | – | -2,262 | – | -0.00% | – |
| LAZ | Exit | Lazard Ltd. | $0 | – | -9,753 | – | -0.00% | – |
| NTUS | Exit | Natus Medical Inc | $0 | – | -10,390 | – | -0.00% | – |
| VLO | Exit | Valero Energy Corp. | $0 | – | -3,170 | – | -0.00% | – |
| MKSI | Exit | MKS Instruments Inc. | $0 | – | -2,699 | – | -0.00% | – |
| Exit | Kindred Group | $0 | – | -37,646 | – | -0.00% | – | |
| Exit | 3R Petroleum Oleo e Gas SA (ADadr | $0 | – | -28,100 | – | -0.00% | – | |
| Exit | Allianz SE | $0 | – | -2,058 | – | -0.00% | – | |
| ILF | Exit | iShares S&P Latin America 40 E | $0 | – | -18,500 | – | -0.00% | – |
| EZA | Exit | iShares MSCI South Africa ETF | $0 | – | -10,106 | – | -0.00% | – |
| SPY | Exit | SPDR S&P500 ETF Trust | $0 | – | -2,163 | – | -0.01% | – |
| XLY | Exit | Consumer Discretionary Select | $0 | – | -37,544 | – | -0.05% | – |
| ALIZY | Exit | Allianz SE (ADR)adr | $0 | – | -323,891 | – | -0.06% | – |
| EFA | Exit | iShares MSCI EAFE ETF | $0 | – | -133,994 | – | -0.08% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -263,870 | – | -0.86% | – |
| WBA | Exit | Walgreens Boots Alliance Inc. | $0 | – | -2,954,490 | – | -1.12% | – |
Q2 2022
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| NVS | New | Novartis AG (ADR)adr | $284,302,000 | – | 3,363,332 | – | 2.86% | – |
| RTX | New | Raytheon Technologies Corp. | $276,192,000 | – | 2,873,704 | – | 2.77% | – |
| BCE | New | BCE Inc. | $268,328,000 | – | 5,456,046 | – | 2.70% | – |
| PM | New | Philip Morris International In | $247,421,000 | – | 2,505,785 | – | 2.48% | – |
| XOM | New | Exxon Mobil Corp. | $243,155,000 | – | 2,839,273 | – | 2.44% | – |
| JNJ | New | Johnson & Johnson | $241,617,000 | – | 1,361,146 | – | 2.43% | – |
| MRK | New | Merck & Co. Inc. | $233,997,000 | – | 2,566,600 | – | 2.35% | – |
| DUK | New | Duke Energy Corp. | $231,188,000 | – | 2,156,400 | – | 2.32% | – |
| GPC | New | Genuine Parts Co. | $227,269,000 | – | 1,708,791 | – | 2.28% | – |
| CB | New | Chubb Ltd. | $225,213,000 | – | 1,145,658 | – | 2.26% | – |
| CVX | New | Chevron Corp. | $223,123,000 | – | 1,541,118 | – | 2.24% | – |
| JPM | New | JP Morgan Chase & Co. | $221,371,000 | – | 1,965,816 | – | 2.22% | – |
| MS | New | Morgan Stanley | $218,891,000 | – | 2,877,877 | – | 2.20% | – |
| NEE | New | NextEra Energy Inc | $204,802,000 | – | 2,643,968 | – | 2.06% | – |
| PFE | New | Pfizer Inc. | $192,673,000 | – | 3,674,855 | – | 1.94% | – |
| AVGO | New | Broadcom Ltd. | $191,536,000 | – | 394,260 | – | 1.92% | – |
| TFC | New | Truist Financial Corp | $187,591,000 | – | 3,955,116 | – | 1.88% | – |
| MDT | New | Medtronic PLC | $183,795,000 | – | 2,047,860 | – | 1.85% | – |
| CSCO | New | Cisco Systems Inc. | $175,859,000 | – | 4,124,277 | – | 1.77% | – |
| JCI | New | Johnson Controls International | $174,074,000 | – | 3,635,641 | – | 1.75% | – |
| BAC | New | Bank of America Corp. | $172,775,000 | – | 5,550,123 | – | 1.74% | – |
| VICI | New | Vici Properties Inc. | $172,340,000 | – | 5,785,153 | – | 1.73% | – |
| SIEGY | New | Siemens AG (ADR)adr | $170,621,000 | – | 3,340,266 | – | 1.71% | – |
| INTC | New | Intel Corp. | $165,572,000 | – | 4,425,865 | – | 1.66% | – |
| UL | New | Unilever PLC (ADR)adr | $164,594,000 | – | 3,591,393 | – | 1.65% | – |
| GD | New | General Dynamics Corp. | $159,118,000 | – | 719,176 | – | 1.60% | – |
| UPS | New | United Parcel Service Inc. | $153,372,000 | – | 840,213 | – | 1.54% | – |
| DOW | New | Dow Inc | $148,448,000 | – | 2,876,348 | – | 1.49% | – |
| KMB | New | Kimberly-Clark Corp. | $146,691,000 | – | 1,085,396 | – | 1.47% | – |
| PEAK | New | Healthpeak Properties Inc | $142,028,000 | – | 5,481,587 | – | 1.43% | – |
| COP | New | ConocoPhillips | $140,806,000 | – | 1,567,823 | – | 1.41% | – |
| MO | New | Altria Group Inc. | $134,739,000 | – | 3,225,724 | – | 1.35% | – |
| CMCSA | New | Comcast Corp. (Cl A) | $129,517,000 | – | 3,300,647 | – | 1.30% | – |
| T | New | AT&T Inc. | $129,511,000 | – | 6,178,982 | – | 1.30% | – |
| LOW | New | Lowe's Cos. Inc. | $123,924,000 | – | 709,474 | – | 1.24% | – |
| TGT | New | Target Corp. | $120,509,000 | – | 853,285 | – | 1.21% | – |
| C | New | Citigroup Inc. | $119,375,000 | – | 2,595,683 | – | 1.20% | – |
| MMM | New | 3M Co. | $115,913,000 | – | 895,707 | – | 1.16% | – |
| TRV | New | The Travelers Companies Inc. | $112,269,000 | – | 663,801 | – | 1.13% | – |
| WBA | New | Walgreens Boots Alliance Inc. | $111,975,000 | – | 2,954,490 | – | 1.12% | – |
| DEO | New | Diageo PLC (ADR)adr | $97,363,000 | – | 559,173 | – | 0.98% | – |
| LLY | New | Eli Lilly & Co. | $85,555,000 | – | 263,870 | – | 0.86% | – |
| MSFT | New | Microsoft Corp. | $83,244,000 | – | 324,121 | – | 0.84% | – |
| TM | New | Toyota Motor Corp. (ADR)adr | $82,603,000 | – | 535,792 | – | 0.83% | – |
| RIO | New | Rio Tinto PLC (ADR)adr | $75,637,000 | – | 1,239,946 | – | 0.76% | – |
| BXP | New | Boston Properties Inc. | $68,219,000 | – | 766,683 | – | 0.68% | – |
| NTTYY | New | Nippon Telegraph & Telephone Cadr | $66,472,000 | – | 2,310,477 | – | 0.67% | – |
| TTE | New | TotalEnergies SE (ADR)adr | $61,054,000 | – | 1,159,844 | – | 0.61% | – |
| BMY | New | Bristol-Myers Squibb Co. | $59,460,000 | – | 772,211 | – | 0.60% | – |
| BAESY | New | BAE Systems PLC (ADR)adr | $56,330,000 | – | 1,387,431 | – | 0.57% | – |
| BTI | New | British American Tobacco PLC (adr | $55,726,000 | – | 1,298,671 | – | 0.56% | – |
| UOVEY | New | United Overseas Bank Ltd. (ADRadr | $53,940,000 | – | 1,428,498 | – | 0.54% | – |
| ZURVY | New | Zurich Insurance Group AG (ADRadr | $53,518,000 | – | 1,228,897 | – | 0.54% | – |
| NSRGY | New | Nestle SA (ADR)adr | $53,162,000 | – | 456,755 | – | 0.53% | – |
| TKOMY | New | Tokio Marine Holdings Inc. (ADadr | $52,287,000 | – | 896,246 | – | 0.52% | – |
| New | Shell PLC (ADR)adr | $52,203,000 | – | 998,340 | – | 0.52% | – | |
| SOBKY | New | Softbank Corp (ADR)adr | $48,141,000 | – | 4,352,702 | – | 0.48% | – |
| RHHBY | New | Roche Holding AG (ADR)adr | $46,742,000 | – | 1,120,653 | – | 0.47% | – |
| VZ | New | Verizon Communications Inc. | $45,962,000 | – | 905,649 | – | 0.46% | – |
| VALE | New | Vale SA (ADR)adr | $45,287,000 | – | 3,095,514 | – | 0.46% | – |
| PWCDF | New | Power Corporation of Canada | $41,650,000 | – | 1,619,252 | – | 0.42% | – |
| SNY | New | Sanofi (ADR)adr | $40,774,000 | – | 814,993 | – | 0.41% | – |
| PPL | New | PPL Corp. | $39,830,000 | – | 1,468,126 | – | 0.40% | – |
| TSCDY | New | Tesco PLC (ADR)adr | $38,734,000 | – | 4,169,417 | – | 0.39% | – |
| BNPQY | New | BNP Paribas SA (ADR)adr | $36,813,000 | – | 1,533,875 | – | 0.37% | – |
| SVNLY | New | Svenska Handelsbanken AB (ADR)adr | $35,796,000 | – | 8,482,399 | – | 0.36% | – |
| XLRE | New | Real Estate Select Sector SPDR | $35,197,000 | – | 861,405 | – | 0.35% | – |
| NNGRY | New | NN Group NV (ADR)adr | $34,898,000 | – | 1,539,397 | – | 0.35% | – |
| ALL | New | The Allstate Corp. | $34,026,000 | – | 268,489 | – | 0.34% | – |
| DNBBY | New | DNB Bank ASA (ADR)adr | $32,652,000 | – | 1,803,982 | – | 0.33% | – |
| TGOPY | New | 3i Group PLC (ADR)adr | $30,118,000 | – | 4,435,697 | – | 0.30% | – |
| CAG | New | ConAgra Brands Inc. | $27,739,000 | – | 810,124 | – | 0.28% | – |
| ASX | New | ASE Technology Holding Co. Ltdadr | $27,652,000 | – | 5,348,505 | – | 0.28% | – |
| DTEGY | New | Deutsche Telekom AG (ADR)adr | $26,019,000 | – | 1,306,156 | – | 0.26% | – |
| SMFKY | New | Smurfit Kappa Group PLC (ADR)adr | $25,506,000 | – | 751,067 | – | 0.26% | – |
| MURGY | New | Muenchener Ruechversicherungsadr | $24,606,000 | – | 1,047,528 | – | 0.25% | – |
| BTVCY | New | Britvic PLC (ADR)adr | $24,537,000 | – | 1,238,639 | – | 0.25% | – |
| IBDRY | New | Iberdola SA (ADR)adr | $24,138,000 | – | 583,455 | – | 0.24% | – |
| CODYY | New | Cie de Saint-Gobain (ADR)adr | $23,526,000 | – | 2,751,637 | – | 0.24% | – |
| ENLAY | New | Enel SPA (ADR)adr | $23,199,000 | – | 4,256,759 | – | 0.23% | – |
| XYIGY | New | Xinyi Glass Holdings Ltd. (ADRadr | $23,144,000 | – | 482,514 | – | 0.23% | – |
| UPMMY | New | UPM-Kymmene OYJ (ADR)adr | $21,902,000 | – | 719,031 | – | 0.22% | – |
| SKHHY | New | Sonic Healthcare Ltd. (ADR)adr | $21,500,000 | – | 942,567 | – | 0.22% | – |
| MGDDY | New | Michelin cie Generale de Estabadr | $20,733,000 | – | 1,530,112 | – | 0.21% | – |
| New | AIA Group Ltd | $20,415,000 | – | 1,883,495 | – | 0.20% | – | |
| New | Arca Continental SAB de CV | $20,047,000 | – | 3,042,155 | – | 0.20% | – | |
| New | Prologis Property Mexico | $18,988,000 | – | 7,239,471 | – | 0.19% | – | |
| DPSGY | New | Deutsche Post AG (ADR)adr | $18,007,000 | – | 479,560 | – | 0.18% | – |
| New | OPAP SA | $17,875,000 | – | 1,249,698 | – | 0.18% | – | |
| IBN | New | ICICI Bank Ltd. (ADR)adr | $17,571,000 | – | 990,499 | – | 0.18% | – |
| XLF | New | Financial Select Sector SPDR F | $17,065,000 | – | 542,613 | – | 0.17% | – |
| New | PT Bank Rakyat Indonesia Perse | $16,418,000 | – | 59,070,304 | – | 0.16% | – | |
| VLVLY | New | Volvo AB B-Shares (ADR)adr | $16,129,000 | – | 1,041,256 | – | 0.16% | – |
| New | Sasol Ltd. | $16,013,000 | – | 700,741 | – | 0.16% | – | |
| KTB | New | Airtel Africa PLC | $15,113,000 | – | 9,182,637 | – | 0.15% | – |
| New | Zijin Mining Group Co. Ltd. | $14,939,000 | – | 12,198,268 | – | 0.15% | – | |
| XLV | New | Health Care Select Sector SPDR | $14,784,000 | – | 115,285 | – | 0.15% | – |
| PSMMY | New | Persimmon PLC (ADR)adr | $14,497,000 | – | 318,470 | – | 0.15% | – |
| New | Petroleo Brasileiro SA | $13,433,000 | – | 2,301,683 | – | 0.14% | – | |
| TSM | New | Taiwan Semiconductor Manufactuadr | $12,993,000 | – | 158,935 | – | 0.13% | – |
| KOF | New | Coca-Cola Femsa SAB de CV (ADRadr | $12,673,000 | – | 229,248 | – | 0.13% | – |
| New | PT Telkom Indonesia Persero Tb | $12,252,000 | – | 45,734,140 | – | 0.12% | – | |
| New | Grupo Mexico SAB de CV | $11,673,000 | – | 2,818,607 | – | 0.12% | – | |
| New | Anglo American PLC | $11,494,000 | – | 321,482 | – | 0.12% | – | |
| New | Nippon Telegraph & Telephone C | $10,399,000 | – | 362,191 | – | 0.10% | – | |
| New | Zurich Insurance Group AG | $9,553,000 | – | 21,964 | – | 0.10% | – | |
| New | Banco Del Bajio | $9,459,000 | – | 4,718,298 | – | 0.10% | – | |
| XLP | New | Consumer Staples Select Sector | $9,247,000 | – | 128,104 | – | 0.09% | – |
| New | Sanofi | $8,589,000 | – | 85,080 | – | 0.09% | – | |
| EFA | New | iShares MSCI EAFE ETF | $8,373,000 | – | 133,994 | – | 0.08% | – |
| PBR | New | Petroleo Brasileiro SA (ADR)adr | $8,128,000 | – | 695,893 | – | 0.08% | – |
| New | United Overseas Bank Ltd. | $7,918,000 | – | 419,098 | – | 0.08% | – | |
| New | BAE Systems PLC | $7,680,000 | – | 759,923 | – | 0.08% | – | |
| GOFPY | New | OPAP SA (ADR)adr | $7,426,000 | – | 1,043,002 | – | 0.08% | – |
| SHG | New | Shinhan Financial Group Companadr | $7,502,000 | – | 262,665 | – | 0.08% | – |
| New | BNP Paribas SA | $7,336,000 | – | 154,323 | – | 0.07% | – | |
| New | Siemens AG | $7,237,000 | – | 71,133 | – | 0.07% | – | |
| HCA | New | Hellenic Telecommunications Or | $7,085,000 | – | 408,031 | – | 0.07% | – |
| New | Tokio Marine Holdings Inc. | $6,884,000 | – | 118,201 | – | 0.07% | – | |
| XLI | New | Industrial Select Sector SPDR | $6,527,000 | – | 74,728 | – | 0.07% | – |
| New | Nestle SA | $6,443,000 | – | 55,194 | – | 0.06% | – | |
| New | PAX Global Technology Ltd. | $6,406,000 | – | 8,226,540 | – | 0.06% | – | |
| New | SK Telecom Co Ltd (ADR)adr | $6,319,000 | – | 283,098 | – | 0.06% | – | |
| ITUB | New | Itau Unibanco Holding SA-Prefadr | $6,237,000 | – | 1,457,207 | – | 0.06% | – |
| SLCJY | New | SLC Agricola SA (ADR)adr | $6,128,000 | – | 712,545 | – | 0.06% | – |
| EWY | New | iShares MSCI South Korea ETF | $6,184,000 | – | 106,276 | – | 0.06% | – |
| ALIZY | New | Allianz SE (ADR)adr | $6,164,000 | – | 323,891 | – | 0.06% | – |
| New | CITIC Securities Company Ltd. | $6,090,000 | – | 2,724,458 | – | 0.06% | – | |
| EWT | New | iShares MSCI Taiwan ETF | $5,941,000 | – | 117,834 | – | 0.06% | – |
| New | Ascendas Real Estate Investmen | $5,739,000 | – | 2,797,613 | – | 0.06% | – | |
| New | Ascendas India Trust | $5,654,000 | – | 6,713,952 | – | 0.06% | – | |
| New | Kaspi.kz JSC | $5,453,000 | – | 119,850 | – | 0.06% | – | |
| ET | New | Energy Transfer LP | $5,341,000 | – | 535,187 | – | 0.05% | – |
| New | Deutsche Post AG | $5,426,000 | – | 144,872 | – | 0.05% | – | |
| New | Mediatek Inc | $5,372,000 | – | 245,400 | – | 0.05% | – | |
| XLY | New | Consumer Discretionary Select | $5,162,000 | – | 37,544 | – | 0.05% | – |
| New | Smurfit Kappa Group PLC | $5,032,000 | – | 149,703 | – | 0.05% | – | |
| New | Cie de Saint-Gobain | $5,097,000 | – | 118,801 | – | 0.05% | – | |
| MDLZ | New | Mondelez International Inc. | $4,986,000 | – | 80,299 | – | 0.05% | – |
| INDA | New | iShares MSCI India ETF | $4,918,000 | – | 124,927 | – | 0.05% | – |
| New | Roche Holding AG | $4,466,000 | – | 13,382 | – | 0.04% | – | |
| New | Samsung Electronics Co. Ltd. - | $4,472,000 | – | 4,428 | – | 0.04% | – | |
| New | Samsung Electronics GDR | $4,427,000 | – | 4,058 | – | 0.04% | – | |
| New | UPM-Kymmene Oyj | $4,325,000 | – | 142,273 | – | 0.04% | – | |
| ORCL | New | Oracle Corp. | $4,110,000 | – | 58,825 | – | 0.04% | – |
| New | Eurobank Ergasias SA (ADR)adr | $3,979,000 | – | 9,252,943 | – | 0.04% | – | |
| ARW | New | Arrow Electronics Inc. | $3,889,000 | – | 34,691 | – | 0.04% | – |
| New | Sonic Healthcare Ltd. | $3,816,000 | – | 167,458 | – | 0.04% | – | |
| New | Britvic PLC | $3,736,000 | – | 378,449 | – | 0.04% | – | |
| CI | New | Cigna Corp. | $3,791,000 | – | 14,386 | – | 0.04% | – |
| HON | New | Honeywell International Inc. | $3,301,000 | – | 18,985 | – | 0.03% | – |
| HLTOY | New | Hellenic Telecommunications Oradr | $3,306,000 | – | 363,750 | – | 0.03% | – |
| AXP | New | American Express Co. | $3,080,000 | – | 22,217 | – | 0.03% | – |
| UNP | New | Union Pacific Corp. | $2,998,000 | – | 14,058 | – | 0.03% | – |
| DIS | New | The Walt Disney Co. | $2,955,000 | – | 31,305 | – | 0.03% | – |
| CNI | New | Canadian National Railway Co. | $2,963,000 | – | 26,343 | – | 0.03% | – |
| New | Muenchener Ruechversicherungs | $2,919,000 | – | 12,424 | – | 0.03% | – | |
| WMT | New | Wal-Mart Stores Inc. | $2,834,000 | – | 23,312 | – | 0.03% | – |
| BWA | New | BorgWarner Inc. | $2,826,000 | – | 84,684 | – | 0.03% | – |
| New | BMW AG | $2,742,000 | – | 35,616 | – | 0.03% | – | |
| ETN | New | Eaton Corp. PLC | $2,818,000 | – | 22,364 | – | 0.03% | – |
| New | Quanta Computer Inc. | $2,677,000 | – | 997,800 | – | 0.03% | – | |
| PNC | New | The PNC Financial Services Gro | $2,667,000 | – | 16,906 | – | 0.03% | – |
| PKG | New | Packaging Corp. of America | $2,382,000 | – | 17,324 | – | 0.02% | – |
| New | Novartis AG | $2,419,000 | – | 28,564 | – | 0.02% | – | |
| New | KMC Kuei Meng International In | $2,421,000 | – | 435,000 | – | 0.02% | – | |
| EEM | New | iShares MSCI Emerging Markets | $2,176,000 | – | 54,267 | – | 0.02% | – |
| PG | New | The Procter & Gamble Co. | $2,188,000 | – | 15,218 | – | 0.02% | – |
| MCD | New | McDonald's Corp. | $2,200,000 | – | 8,911 | – | 0.02% | – |
| ADM | New | Archer-Daniels-Midland Co. | $2,063,000 | – | 26,588 | – | 0.02% | – |
| AXTA | New | Axalta Coating Systems Ltd. | $1,972,000 | – | 89,211 | – | 0.02% | – |
| AMAT | New | Applied Materials Inc. | $2,017,000 | – | 22,165 | – | 0.02% | – |
| SRE | New | Sempra Energy | $1,873,000 | – | 12,463 | – | 0.02% | – |
| BA | New | BOEING CO/THE | $1,653,000 | – | 12,088 | – | 0.02% | – |
| New | Samsung Electronics Co. Ltd. - | $1,550,000 | – | 38,415 | – | 0.02% | – | |
| New | Volvo AB B-Shares | $1,634,000 | – | 105,553 | – | 0.02% | – | |
| TMO | New | Thermo Fisher Scientific Inc. | $1,498,000 | – | 2,758 | – | 0.02% | – |
| PEP | New | PepsiCo Inc. | $1,461,000 | – | 8,765 | – | 0.02% | – |
| SJM | New | The JM Smucker Co. | $1,345,000 | – | 10,507 | – | 0.01% | – |
| ST | New | Sensata Technologies Holding P | $1,409,000 | – | 34,105 | – | 0.01% | – |
| FIBK | New | First Interstate Bancsystem In | $1,336,000 | – | 35,064 | – | 0.01% | – |
| New | Unilever PLC | $1,295,000 | – | 28,530 | – | 0.01% | – | |
| SIMO | New | Silicon Motion Technology Corpadr | $1,315,000 | – | 15,716 | – | 0.01% | – |
| XLK | New | Technology Select Sector SPDR | $1,212,000 | – | 9,532 | – | 0.01% | – |
| UBS | New | UBS Group AG (ADR)adr | $1,159,000 | – | 71,473 | – | 0.01% | – |
| FHN | New | First Horizon Corp. | $1,116,000 | – | 51,053 | – | 0.01% | – |
| NTIOF | New | National Bank of Canada | $947,000 | – | 14,418 | – | 0.01% | – |
| BGSF | New | BGSF Inc. | $1,036,000 | – | 83,858 | – | 0.01% | – |
| BBSI | New | Barrett Business Services Inc. | $988,000 | – | 13,561 | – | 0.01% | – |
| HAE | New | Haemonetics Corp. | $1,042,000 | – | 15,984 | – | 0.01% | – |
| VNM | New | VanEck Vietnam ETF | $1,041,000 | – | 72,296 | – | 0.01% | – |
| DD | New | DuPont De Nemour | $934,000 | – | 16,812 | – | 0.01% | – |
| CSX | New | CSX Corp. | $834,000 | – | 28,690 | – | 0.01% | – |
| COG | New | Coterra Energy Inc. | $787,000 | – | 30,521 | – | 0.01% | – |
| AAPL | New | Apple Inc. | $771,000 | – | 5,640 | – | 0.01% | – |
| SPY | New | SPDR S&P500 ETF Trust | $816,000 | – | 2,163 | – | 0.01% | – |
| QCOM | New | QUALCOMM Inc. | $660,000 | – | 5,165 | – | 0.01% | – |
| SJT | New | San Juan Basin Royalty Trust | $693,000 | – | 79,850 | – | 0.01% | – |
| EFV | New | iShares MSCI EAFE Value ETF | $667,000 | – | 15,360 | – | 0.01% | – |
| RL | New | Ralph Lauren Corp. | $733,000 | – | 8,179 | – | 0.01% | – |
| SPG | New | Simon Property Group Inc. | $693,000 | – | 7,300 | – | 0.01% | – |
| D | New | Dominion Resources Inc. | $742,000 | – | 9,297 | – | 0.01% | – |
| New | HF Sinclair Corporation | $604,000 | – | 13,379 | – | 0.01% | – | |
| New | Parkway Life REIT | $638,000 | – | 182,000 | – | 0.01% | – | |
| AMGN | New | Amgen Inc. | $549,000 | – | 2,257 | – | 0.01% | – |
| EPD | New | Enterprise Products Partners L | $593,000 | – | 24,325 | – | 0.01% | – |
| New | Mahindra & Mahindra Reg S (GDR | $596,000 | – | 43,788 | – | 0.01% | – | |
| HUN | New | Huntsman Corp. | $566,000 | – | 19,957 | – | 0.01% | – |
| SFNC | New | Simons First National Corp. | $583,000 | – | 27,422 | – | 0.01% | – |
| WPC | New | WP Carey Inc. | $565,000 | – | 6,815 | – | 0.01% | – |
| PEG | New | Public Service Enterprise Grou | $592,000 | – | 9,360 | – | 0.01% | – |
| XLC | New | Communication Services Select | $620,000 | – | 11,429 | – | 0.01% | – |
| ABCB | New | Ameris Bancorp | $596,000 | – | 14,834 | – | 0.01% | – |
| PSA | New | Public Storage | $591,000 | – | 1,891 | – | 0.01% | – |
| IBM | New | International Business Machine | $541,000 | – | 3,832 | – | 0.01% | – |
| RY | New | Royal Bank of Canada | $514,000 | – | 5,305 | – | 0.01% | – |
| SSB | New | SouthState Corp. | $526,000 | – | 6,814 | – | 0.01% | – |
| New | General Electric Co. | $522,000 | – | 8,195 | – | 0.01% | – | |
| ABBV | New | AbbVie Inc. | $496,000 | – | 3,240 | – | 0.01% | – |
| New | Civitas Resources Inc. | $457,000 | – | 8,740 | – | 0.01% | – | |
| MNRL | New | Brigham Minerals Inc. | $466,000 | – | 18,937 | – | 0.01% | – |
| New | Acadian Timber Corp. | $472,000 | – | 36,598 | – | 0.01% | – | |
| New | 3R Petroleum Oleo e Gas SA (ADadr | $380,000 | – | 28,100 | – | 0.00% | – | |
| XLB | New | Materials Select Sector SPDR F | $431,000 | – | 5,860 | – | 0.00% | – |
| CP | New | Canadian Pacific Railway Ltd. | $436,000 | – | 6,248 | – | 0.00% | – |
| HST | New | Host Hotels & Resorts Inc. | $432,000 | – | 27,546 | – | 0.00% | – |
| VREX | New | Varex Imaging Corp. | $350,000 | – | 16,378 | – | 0.00% | – |
| New | Allianz SE | $393,000 | – | 2,058 | – | 0.00% | – | |
| RYN | New | Rayonier Inc. | $402,000 | – | 10,743 | – | 0.00% | – |
| ILF | New | iShares S&P Latin America 40 E | $417,000 | – | 18,500 | – | 0.00% | – |
| KO | New | The Coca-Cola Co. | $387,000 | – | 6,149 | – | 0.00% | – |
| TAL | New | Central Asia Metals | $357,000 | – | 132,580 | – | 0.00% | – |
| EZA | New | iShares MSCI South Africa ETF | $429,000 | – | 10,106 | – | 0.00% | – |
| ENB | New | Enbridge Inc. | $442,000 | – | 10,469 | – | 0.00% | – |
| LIN | New | Linde PLC | $288,000 | – | 1,000 | – | 0.00% | – |
| HP | New | Helmerich & Payne Inc. | $348,000 | – | 8,074 | – | 0.00% | – |
| WY | New | Weyerhaeuser Co. | $346,000 | – | 10,457 | – | 0.00% | – |
| LAZ | New | Lazard Ltd. | $316,000 | – | 9,753 | – | 0.00% | – |
| ANIP | New | ANI Pharmaceuticals Inc. | $315,000 | – | 10,623 | – | 0.00% | – |
| VGR | New | Vector Group Ltd. | $327,000 | – | 31,177 | – | 0.00% | – |
| DENN | New | Denny's Corp. | $340,000 | – | 39,213 | – | 0.00% | – |
| CMTL | New | Comtech Telecommunications Cor | $303,000 | – | 33,352 | – | 0.00% | – |
| VLO | New | Valero Energy Corp. | $337,000 | – | 3,170 | – | 0.00% | – |
| CC | New | The Chemours Co. | $346,000 | – | 10,795 | – | 0.00% | – |
| CPA | New | Copa Holdings S.A. | $288,000 | – | 4,542 | – | 0.00% | – |
| MKSI | New | MKS Instruments Inc. | $277,000 | – | 2,699 | – | 0.00% | – |
| CBT | New | Cabot Corp. | $283,000 | – | 4,431 | – | 0.00% | – |
| MEC | New | Mayville Engineering Company I | $305,000 | – | 39,412 | – | 0.00% | – |
| New | Stora Enso Oyj | $312,000 | – | 19,870 | – | 0.00% | – | |
| New | Kindred Group | $313,000 | – | 37,646 | – | 0.00% | – | |
| NTUS | New | Natus Medical Inc | $340,000 | – | 10,390 | – | 0.00% | – |
| NEM | New | Newmont Corp. | $326,000 | – | 5,465 | – | 0.00% | – |
| SCS | New | Steelcase Inc. | $331,000 | – | 30,838 | – | 0.00% | – |
| SR | New | Spire Inc. | $333,000 | – | 4,473 | – | 0.00% | – |
| New | Link REIT | $289,000 | – | 35,400 | – | 0.00% | – | |
| SPR | New | Spirit AeroSystems Holdings In | $339,000 | – | 11,561 | – | 0.00% | – |
| RUTH | New | Ruth's Hospitality Group Inc. | $255,000 | – | 15,670 | – | 0.00% | – |
| BX | New | Blackstone Inc | $206,000 | – | 2,262 | – | 0.00% | – |
| CARR | New | Carrier Global Corporation | $202,000 | – | 5,673 | – | 0.00% | – |
| GIS | New | General Mills Inc. | $202,000 | – | 2,677 | – | 0.00% | – |
| New | Mapletree Industrial Trust | $192,000 | – | 102,350 | – | 0.00% | – | |
| RLJ | New | RLJ Lodging Trust | $237,000 | – | 21,480 | – | 0.00% | – |
| New | Nickel Asia Corp. | $160,000 | – | 1,400,000 | – | 0.00% | – | |
| New | Nagacorp Ltd. | $60,000 | – | 73,790 | – | 0.00% | – | |
| New | Singapore Technologies Enginee | $72,000 | – | 24,600 | – | 0.00% | – | |
| New | Klabin S/A UNT N2 | $53,000 | – | 13,740 | – | 0.00% | – | |
| New | EC Healthcare | $74,000 | – | 73,090 | – | 0.00% | – | |
| NILSY | New | MMC Norilsk Nickel PJSC (ADR)adr | $90,000 | – | 29,793 | – | 0.00% | – |
| WTTR | New | Select Energy Services Inc. | $139,000 | – | 20,445 | – | 0.00% | – |
| RYCEY | New | Rolls-Royce Holdings PLC (ADR)adr | $52,000 | – | 48,000 | – | 0.00% | – |
| New | Doman Building Materials Group | $60,000 | – | 12,300 | – | 0.00% | – | |
| SUZ | New | Suzano SA (ADR)adr | $130,000 | – | 13,685 | – | 0.00% | – |
| New | The Siam Commerical Bank PCL | $51,000 | – | 15,660 | – | 0.00% | – | |
| SBS | New | Companhia de Saneamento Basicoadr | $96,000 | – | 12,036 | – | 0.00% | – |
| GTE | New | Gran Tierra Energy Inc. | $30,000 | – | 26,278 | – | 0.00% | – |
| New | PT International Nickel Indone | $22,000 | – | 59,000 | – | 0.00% | – | |
| New | Stella International Holdings | $20,000 | – | 20,560 | – | 0.00% | – | |
| New | Kossan Rubber Industries Berha | $19,000 | – | 65,000 | – | 0.00% | – | |
| New | Globaltrans Investment PLC GDR | $0 | – | 105,558 | – | 0.00% | – | |
| New | PT Indo Tambangraya Megah Taba | $33,000 | – | 16,000 | – | 0.00% | – | |
| New | ABC Brasil | $39,000 | – | 13,210 | – | 0.00% | – |
Q4 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Pacific Basin Shipping Ltd. | $0 | – | -68,000 | – | 0.00% | – | |
| Exit | Stella International Holdings | $0 | – | -30,050 | – | 0.00% | – | |
| Exit | Intesa Sanpaolo SPA | $0 | – | -13,739 | – | 0.00% | – | |
| Exit | PT International Nickel Indone | $0 | – | -12,000 | – | 0.00% | – | |
| Exit | Xinyi Solar Holdings Ltd. | $0 | – | -21,600 | – | 0.00% | – | |
| RYCEY | Exit | Rolls-Royce Holdings PLC (ADR)adr | $0 | – | -48,000 | – | -0.00% | – |
| Exit | Doman Building Materials Group | $0 | – | -12,300 | – | -0.00% | – | |
| Exit | Klabin S/A UNT N2 | $0 | – | -30,730 | – | -0.00% | – | |
| Exit | Link REIT | $0 | – | -13,000 | – | -0.00% | – | |
| Exit | Banco Del Bajio | $0 | – | -31,850 | – | -0.00% | – | |
| Exit | The Siam Commerical Bank PCL | $0 | – | -15,660 | – | -0.00% | – | |
| Exit | Singapore Technologies Enginee | $0 | – | -30,805 | – | -0.00% | – | |
| Exit | PT Indo Tambangraya Megah Taba | $0 | – | -37,750 | – | -0.00% | – | |
| IWD | Exit | iShares Russell 1000 Value ETF | $0 | – | -1,351 | – | -0.00% | – |
| VLO | Exit | Valero Energy Corp. | $0 | – | -3,170 | – | -0.00% | – |
| PFC | Exit | Premier Financial Corp | $0 | – | -7,440 | – | -0.00% | – |
| NSC | Exit | Norfolk Southern Corp. | $0 | – | -875 | – | -0.00% | – |
| CR | Exit | Crane Co. | $0 | – | -2,187 | – | -0.00% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -1,386 | – | -0.00% | – |
| Exit | Mapletree Industrial Trust | $0 | – | -91,350 | – | -0.00% | – | |
| AKZOY | Exit | Akzo Nobel NV (ADR)adr | $0 | – | -6,088 | – | -0.00% | – |
| JLL | Exit | Jones Lang LaSalle Inc. | $0 | – | -885 | – | -0.00% | – |
| STX | Exit | Seagate Technology PLC | $0 | – | -2,850 | – | -0.00% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -3,787 | – | -0.00% | – |
| COKE | Exit | Coca-Cola Bottling Co. Consoli | $0 | – | -568 | – | -0.00% | – |
| BMWYY | Exit | Bayerische Motoren Werke (BMW)adr | $0 | – | -6,599 | – | -0.00% | – |
| UFS | Exit | Domtar Corp. | $0 | – | -4,587 | – | -0.00% | – |
| Exit | Stora Enso Oyj | $0 | – | -19,870 | – | -0.00% | – | |
| TMHC | Exit | Taylor Morrison Corp. | $0 | – | -10,531 | – | -0.00% | – |
| MCFT | Exit | MasterCraft Boat Holdings Inc. | $0 | – | -12,940 | – | -0.00% | – |
| XLRE | Exit | Real Estate Select Sector SPDR | $0 | – | -6,202 | – | -0.00% | – |
| KO | Exit | The Coca-Cola Co. | $0 | – | -5,390 | – | -0.00% | – |
| Exit | KT&G Corp. | $0 | – | -4,040 | – | -0.00% | – | |
| DANOY | Exit | Danone S.A. (ADR)adr | $0 | – | -19,528 | – | -0.00% | – |
| CTT | Exit | CatchMark Timber Trust Inc | $0 | – | -28,220 | – | -0.00% | – |
| ING | Exit | ING Groep NV (ADR)adr | $0 | – | -18,726 | – | -0.00% | – |
| Exit | Bizlink Holding Inc. | $0 | – | -33,800 | – | -0.00% | – | |
| XLP | Exit | Consumer Staples Select Sector | $0 | – | -4,266 | – | -0.00% | – |
| ENIC | Exit | Enel Chile SA (ADR)adr | $0 | – | -115,355 | – | -0.00% | – |
| XLC | Exit | Communication Services Select | $0 | – | -3,431 | – | -0.00% | – |
| OTIS | Exit | Otis Worldwide Corporation | $0 | – | -3,610 | – | -0.00% | – |
| NEM | Exit | Newmont Corp. | $0 | – | -5,465 | – | -0.00% | – |
| Exit | Nagacorp Ltd. | $0 | – | -308,400 | – | -0.00% | – | |
| XLE | Exit | Energy Select Sector SPDR Fund | $0 | – | -6,229 | – | -0.00% | – |
| CBT | Exit | Cabot Corp. | $0 | – | -5,543 | – | -0.00% | – |
| KHC | Exit | The Kraft Heinz Co. | $0 | – | -8,925 | – | -0.00% | – |
| SCS | Exit | Steelcase Inc. | $0 | – | -30,176 | – | -0.00% | – |
| HP | Exit | Helmerich & Payne Inc. | $0 | – | -15,430 | – | -0.00% | – |
| USB | Exit | US Bancorp | $0 | – | -6,993 | – | -0.00% | – |
| AMGN | Exit | Amgen Inc. | $0 | – | -2,104 | – | -0.00% | – |
| CARR | Exit | Carrier Global Corporation | $0 | – | -7,223 | – | -0.00% | – |
| CP | Exit | Canadian Pacific Railway Ltd. | $0 | – | -6,248 | – | -0.00% | – |
| LAZ | Exit | Lazard Ltd. | $0 | – | -9,670 | – | -0.00% | – |
| CPA | Exit | Copa Holdings S.A. | $0 | – | -4,382 | – | -0.00% | – |
| Exit | EC Healthcare | $0 | – | -279,410 | – | -0.00% | – | |
| CC | Exit | The Chemours Co. | $0 | – | -14,795 | – | -0.00% | – |
| Exit | PAX Global Technology Ltd. | $0 | – | -338,000 | – | -0.00% | – | |
| WY | Exit | Weyerhaeuser Co. | $0 | – | -10,853 | – | -0.00% | – |
| MKSI | Exit | MKS Instruments Inc. | $0 | – | -3,010 | – | -0.00% | – |
| RYN | Exit | Rayonier Inc. | $0 | – | -11,355 | – | -0.00% | – |
| DD | Exit | DuPont De Nemour | $0 | – | -8,213 | – | -0.01% | – |
| HFC | Exit | HollyFrontier Corp. | $0 | – | -15,196 | – | -0.01% | – |
| SPG | Exit | Simon Property Group Inc. | $0 | – | -4,084 | – | -0.01% | – |
| AVT | Exit | Avnet Inc. | $0 | – | -12,606 | – | -0.01% | – |
| EPD | Exit | Enterprise Products Partners L | $0 | – | -24,246 | – | -0.01% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -5,515 | – | -0.01% | – |
| SSB | Exit | SouthState Corp. | $0 | – | -6,582 | – | -0.01% | – |
| WPC | Exit | WP Carey Inc. | $0 | – | -6,885 | – | -0.01% | – |
| Exit | Acadian Timber Corp. | $0 | – | -33,550 | – | -0.01% | – | |
| CI | Exit | Cigna Corp. | $0 | – | -2,346 | – | -0.01% | – |
| AMAT | Exit | Applied Materials Inc. | $0 | – | -3,789 | – | -0.01% | – |
| LUNMF | Exit | Lundin Mining Corp. | $0 | – | -90,188 | – | -0.01% | – |
| D | Exit | Dominion Resources Inc. | $0 | – | -8,520 | – | -0.01% | – |
| EEM | Exit | iShares MSCI Emerging Markets | $0 | – | -12,355 | – | -0.01% | – |
| Exit | Mahindra & Mahindra Reg S (GDR | $0 | – | -52,586 | – | -0.01% | – | |
| PEG | Exit | Public Service Enterprise Grou | $0 | – | -9,430 | – | -0.01% | – |
| BXP | Exit | Boston Properties Inc. | $0 | – | -5,192 | – | -0.01% | – |
| Exit | Parkway Life REIT | $0 | – | -182,000 | – | -0.01% | – | |
| PSA | Exit | Public Storage | $0 | – | -2,012 | – | -0.01% | – |
| EFSC | Exit | Enterprise Financial Services | $0 | – | -14,128 | – | -0.01% | – |
| HWM | Exit | BAWAG Group AG | $0 | – | -10,930 | – | -0.01% | – |
| RUTH | Exit | Ruth's Hospitality Group Inc. | $0 | – | -34,296 | – | -0.01% | – |
| BX | Exit | Blackstone Inc | $0 | – | -5,935 | – | -0.01% | – |
| CSX | Exit | CSX Corp. | $0 | – | -24,356 | – | -0.01% | – |
| HUN | Exit | Huntsman Corp. | $0 | – | -25,427 | – | -0.01% | – |
| SPR | Exit | Spirit AeroSystems Holdings In | $0 | – | -14,987 | – | -0.01% | – |
| Exit | Unilever PLC | $0 | – | -13,275 | – | -0.01% | – | |
| COLM | Exit | Columbia Sportswear Co. | $0 | – | -7,680 | – | -0.01% | – |
| Exit | TCS Group Holdings | $0 | – | -9,010 | – | -0.01% | – | |
| FHN | Exit | First Horizon Corp. | $0 | – | -49,502 | – | -0.01% | – |
| ITUB | Exit | Itau Unibanco Holding SA-Prefadr | $0 | – | -153,047 | – | -0.01% | – |
| PWR | Exit | Quanta Services Inc. | $0 | – | -7,172 | – | -0.01% | – |
| STXB | Exit | Spirit of Texas Bancshares In | $0 | – | -32,533 | – | -0.01% | – |
| MEC | Exit | Mayville Engineering Company I | $0 | – | -42,540 | – | -0.01% | – |
| PEP | Exit | PepsiCo Inc. | $0 | – | -5,245 | – | -0.01% | – |
| AAPL | Exit | Apple Inc. | $0 | – | -5,640 | – | -0.01% | – |
| HAE | Exit | Haemonetics Corp. | $0 | – | -13,179 | – | -0.01% | – |
| BBSI | Exit | Barrett Business Services Inc. | $0 | – | -12,533 | – | -0.01% | – |
| SJM | Exit | The JM Smucker Co. | $0 | – | -7,717 | – | -0.01% | – |
| HST | Exit | Host Hotels & Resorts Inc. | $0 | – | -58,908 | – | -0.01% | – |
| DENN | Exit | Denny's Corp. | $0 | – | -59,494 | – | -0.01% | – |
| BGSF | Exit | BGSF Inc. | $0 | – | -79,622 | – | -0.01% | – |
| CMTL | Exit | Comtech Telecommunications Cor | $0 | – | -40,066 | – | -0.01% | – |
| ABCB | Exit | Ameris Bancorp | $0 | – | -20,505 | – | -0.01% | – |
| SRE | Exit | Sempra Energy | $0 | – | -8,642 | – | -0.01% | – |
| XEC | Exit | Cimarex Energy Co. | $0 | – | -14,650 | – | -0.01% | – |
| GWB | Exit | Great Western Bancorp Inc. | $0 | – | -41,530 | – | -0.01% | – |
| PG | Exit | The Procter & Gamble Co. | $0 | – | -10,455 | – | -0.01% | – |
| ADM | Exit | Archer-Daniels-Midland Co. | $0 | – | -25,029 | – | -0.02% | – |
| ST | Exit | Sensata Technologies Holding P | $0 | – | -27,709 | – | -0.02% | – |
| VNM | Exit | VanEck Vietnam ETF | $0 | – | -85,997 | – | -0.02% | – |
| MCD | Exit | McDonald's Corp. | $0 | – | -7,029 | – | -0.02% | – |
| NTIOF | Exit | National Bank of Canada | $0 | – | -22,160 | – | -0.02% | – |
| KOF | Exit | Coca-Cola Femsa SAB de CV (ADRadr | $0 | – | -32,938 | – | -0.02% | – |
| Exit | Samsung Electronics Co. Ltd. - | $0 | – | -32,560 | – | -0.02% | – | |
| AXTA | Exit | Axalta Coating Systems Ltd. | $0 | – | -69,020 | – | -0.02% | – |
| GSK | Exit | GlaxoSmithKline PLC (ADR)adr | $0 | – | -58,274 | – | -0.02% | – |
| PKG | Exit | Packaging Corp. of America | $0 | – | -16,077 | – | -0.02% | – |
| SWKS | Exit | Skyworks Solutions Inc. | $0 | – | -13,417 | – | -0.02% | – |
| Exit | Novartis AG | $0 | – | -29,019 | – | -0.02% | – | |
| Exit | BMW AG | $0 | – | -25,460 | – | -0.02% | – | |
| BA | Exit | BOEING CO/THE | $0 | – | -11,452 | – | -0.02% | – |
| CMCSA | Exit | Comcast Corp. (Cl A) | $0 | – | -46,819 | – | -0.03% | – |
| UNP | Exit | Union Pacific Corp. | $0 | – | -13,464 | – | -0.03% | – |
| PNC | Exit | The PNC Financial Services Gro | $0 | – | -14,302 | – | -0.03% | – |
| CNI | Exit | Canadian National Railway Co. | $0 | – | -24,044 | – | -0.03% | – |
| BWA | Exit | BorgWarner Inc. | $0 | – | -67,451 | – | -0.03% | – |
| WMT | Exit | Wal-Mart Stores Inc. | $0 | – | -22,687 | – | -0.03% | – |
| MDLZ | Exit | Mondelez International Inc. | $0 | – | -56,321 | – | -0.03% | – |
| AXP | Exit | American Express Co. | $0 | – | -19,956 | – | -0.03% | – |
| Exit | Muenchener Ruechversicherungs | $0 | – | -13,144 | – | -0.04% | – | |
| Exit | Volvo AB B-Shares | $0 | – | -162,820 | – | -0.04% | – | |
| HON | Exit | Honeywell International Inc. | $0 | – | -18,985 | – | -0.04% | – |
| ARW | Exit | Arrow Electronics Inc. | $0 | – | -36,318 | – | -0.04% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -7,070 | – | -0.04% | – |
| Exit | Tokio Marine Holdings Inc. | $0 | – | -76,587 | – | -0.04% | – | |
| Exit | Samsung Electronics GDR | $0 | – | -2,639 | – | -0.04% | – | |
| Exit | Sanofi | $0 | – | -47,663 | – | -0.04% | – | |
| Exit | Britvic PLC | $0 | – | -377,732 | – | -0.04% | – | |
| DIS | Exit | The Walt Disney Co. | $0 | – | -26,936 | – | -0.04% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -55,065 | – | -0.05% | – |
| Exit | Samsung Electronics Co. Ltd. - | $0 | – | -3,602 | – | -0.05% | – | |
| Exit | Ascendas Real Estate Investmen | $0 | – | -2,489,871 | – | -0.05% | – | |
| Exit | UPM-Kymmene Oyj | $0 | – | -158,814 | – | -0.06% | – | |
| Exit | BAE Systems PLC | $0 | – | -777,369 | – | -0.06% | – | |
| Exit | Allianz SE | $0 | – | -25,979 | – | -0.06% | – | |
| Exit | Roche Holding AG | $0 | – | -16,665 | – | -0.06% | – | |
| Exit | Globaltrans Investment PLC GDR | $0 | – | -777,510 | – | -0.06% | – | |
| SIMO | Exit | Silicon Motion Technology Corpadr | $0 | – | -91,127 | – | -0.06% | – |
| Exit | Mediatek Inc | $0 | – | -195,600 | – | -0.06% | – | |
| Exit | Sonic Healthcare Ltd. | $0 | – | -233,375 | – | -0.07% | – | |
| Exit | Nestle SA | $0 | – | -59,224 | – | -0.07% | – | |
| Exit | Deutsche Post AG | $0 | – | -113,205 | – | -0.07% | – | |
| INDA | Exit | iShares MSCI India ETF | $0 | – | -146,380 | – | -0.07% | – |
| GOFPY | Exit | OPAP SA (ADR)adr | $0 | – | -977,945 | – | -0.07% | – |
| Exit | Quanta Computer Inc. | $0 | – | -2,717,500 | – | -0.07% | – | |
| Exit | Denka Company Ltd. | $0 | – | -212,318 | – | -0.07% | – | |
| Exit | Siemens AG | $0 | – | -46,657 | – | -0.08% | – | |
| Exit | United Overseas Bank Ltd. | $0 | – | -434,998 | – | -0.08% | – | |
| Exit | PT Bank Rakyat Indonesia Perse | $0 | – | -30,819,797 | – | -0.08% | – | |
| Exit | Zijin Mining Group Co. Ltd. | $0 | – | -7,199,068 | – | -0.09% | – | |
| Exit | Ascendas India Trust | $0 | – | -8,453,836 | – | -0.09% | – | |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -334,917 | – | -0.09% | – | |
| EWY | Exit | iShares MSCI South Korea ETF | $0 | – | -121,612 | – | -0.10% | – |
| SHG | Exit | Shinhan Financial Group Companadr | $0 | – | -303,387 | – | -0.10% | – |
| Exit | Zurich Insurance Group AG | $0 | – | -24,657 | – | -0.10% | – | |
| EWT | Exit | iShares MSCI Taiwan ETF | $0 | – | -168,890 | – | -0.10% | – |
| XYL | Exit | Polymetal International PLC | $0 | – | -626,681 | – | -0.10% | – |
| Exit | Smurfit Kappa Group PLC | $0 | – | -202,412 | – | -0.10% | – | |
| Exit | CITIC Securities Company Ltd. | $0 | – | -4,670,337 | – | -0.12% | – | |
| SKM | Exit | SK Telecom Co Ltd (ADR)adr | $0 | – | -400,427 | – | -0.12% | – |
| Exit | Kaspi.kz JSC | $0 | – | -117,852 | – | -0.12% | – | |
| Exit | OPAP SA | $0 | – | -819,181 | – | -0.12% | – | |
| Exit | KWG Group Holdings | $0 | – | -12,971,741 | – | -0.12% | – | |
| Exit | Arca Continental SAB de CV | $0 | – | -2,116,458 | – | -0.13% | – | |
| Exit | Cie de Saint-Gobain | $0 | – | -215,402 | – | -0.14% | – | |
| Exit | Prologis Property Mexico | $0 | – | -6,882,793 | – | -0.15% | – | |
| Exit | Anglo American PLC | $0 | – | -423,156 | – | -0.15% | – | |
| Exit | BNP Paribas SA | $0 | – | -266,901 | – | -0.17% | – | |
| IBN | Exit | ICICI Bank Ltd. (ADR)adr | $0 | – | -918,251 | – | -0.17% | – |
| CAG | Exit | ConAgra Brands Inc. | $0 | – | -567,636 | – | -0.19% | – |
| SBRCY | Exit | Sberbank of Russia PJSC (ADR)adr | $0 | – | -1,076,253 | – | -0.20% | – |
| Exit | AIA Group Ltd | $0 | – | -1,763,037 | – | -0.20% | – | |
| ALL | Exit | The Allstate Corp. | $0 | – | -180,657 | – | -0.23% | – |
| TSCDY | Exit | Tesco PLC (ADR)adr | $0 | – | -2,254,371 | – | -0.23% | – |
| TSM | Exit | Taiwan Semiconductor Manufactuadr | $0 | – | -210,865 | – | -0.23% | – |
| DTEGY | Exit | Deutsche Telekom AG (ADR)adr | $0 | – | -1,253,318 | – | -0.25% | – |
| LUKOY | Exit | Lukoil PJSC (ADR)adr | $0 | – | -275,954 | – | -0.26% | – |
| TKOMY | Exit | Tokio Marine Holdings Inc. (ADadr | $0 | – | -490,629 | – | -0.26% | – |
| VLVLY | Exit | Volvo AB B-Shares (ADR)adr | $0 | – | -1,192,349 | – | -0.26% | – |
| UBS | Exit | UBS Group AG (ADR)adr | $0 | – | -1,686,780 | – | -0.26% | – |
| PPL | Exit | PPL Corp. | $0 | – | -970,139 | – | -0.27% | – |
| RIO | Exit | Rio Tinto PLC (ADR)adr | $0 | – | -415,854 | – | -0.27% | – |
| MGDDY | Exit | Michelin cie Generale de Estabadr | $0 | – | -947,570 | – | -0.29% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -540,440 | – | -0.29% | – |
| BTVCY | Exit | Britvic PLC (ADR)adr | $0 | – | -1,222,572 | – | -0.30% | – |
| IBDRY | Exit | Iberdola SA (ADR)adr | $0 | – | -752,406 | – | -0.30% | – |
| UPMMY | Exit | UPM-Kymmene OYJ (ADR)adr | $0 | – | -880,472 | – | -0.31% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -549,363 | – | -0.32% | – |
| ALIZY | Exit | Allianz SE (ADR)adr | $0 | – | -1,464,955 | – | -0.32% | – |
| ETN | Exit | Eaton Corp. PLC | $0 | – | -224,851 | – | -0.33% | – |
| BTI | Exit | British American Tobacco PLC (adr | $0 | – | -960,130 | – | -0.33% | – |
| SNY | Exit | Sanofi (ADR)adr | $0 | – | -793,312 | – | -0.38% | – |
| DNBBY | Exit | DNB Bank ASA (ADR)adr | $0 | – | -1,690,349 | – | -0.38% | – |
| ENLAY | Exit | Enel SPA (ADR)adr | $0 | – | -5,243,147 | – | -0.39% | – |
| MURGY | Exit | Muenchener Ruechversicherungsadr | $0 | – | -1,479,749 | – | -0.40% | – |
| SKHHY | Exit | Sonic Healthcare Ltd. (ADR)adr | $0 | – | -1,415,274 | – | -0.40% | – |
| VALE | Exit | Vale SA (ADR)adr | $0 | – | -2,957,952 | – | -0.40% | – |
| BAESY | Exit | BAE Systems PLC (ADR)adr | $0 | – | -1,360,453 | – | -0.41% | – |
| PSMMY | Exit | Persimmon PLC (ADR)adr | $0 | – | -612,111 | – | -0.44% | – |
| DPSGY | Exit | Deutsche Post AG (ADR)adr | $0 | – | -715,801 | – | -0.44% | – |
| RHHBY | Exit | Roche Holding AG (ADR)adr | $0 | – | -1,052,478 | – | -0.47% | – |
| NSRGY | Exit | Nestle SA (ADR)adr | $0 | – | -398,944 | – | -0.47% | – |
| PWCDF | Exit | Power Corporation of Canada | $0 | – | -1,469,684 | – | -0.48% | – |
| ASX | Exit | ASE Technology Holding Co. Ltdadr | $0 | – | -6,274,243 | – | -0.48% | – |
| UOVEY | Exit | United Overseas Bank Ltd. (ADRadr | $0 | – | -1,301,449 | – | -0.49% | – |
| NILSY | Exit | MMC Norilsk Nickel PJSC (ADR)adr | $0 | – | -1,669,319 | – | -0.49% | – |
| NTTYY | Exit | Nippon Telegraph & Telephone Cadr | $0 | – | -1,813,381 | – | -0.50% | – |
| ZURVY | Exit | Zurich Insurance Group AG (ADRadr | $0 | – | -1,235,945 | – | -0.50% | – |
| SVNLY | Exit | Svenska Handelsbanken AB (ADR)adr | $0 | – | -9,205,726 | – | -0.50% | – |
| SMFKY | Exit | Smurfit Kappa Group PLC (ADR)adr | $0 | – | -1,039,449 | – | -0.54% | – |
| NNGRY | Exit | NN Group NV (ADR)adr | $0 | – | -2,155,667 | – | -0.55% | – |
| CODYY | Exit | Cie de Saint-Gobain (ADR)adr | $0 | – | -4,444,958 | – | -0.59% | – |
| SOBKY | Exit | Softbank Corp (ADR)adr | $0 | – | -4,366,993 | – | -0.59% | – |
| BNPQY | Exit | BNP Paribas SA (ADR)adr | $0 | – | -1,896,651 | – | -0.60% | – |
| TTE | Exit | TotalEnergies SE (ADR)adr | $0 | – | -1,450,834 | – | -0.68% | – |
| TM | Exit | Toyota Motor Corp. (ADR)adr | $0 | – | -503,197 | – | -0.88% | – |
| TRV | Exit | The Travelers Companies Inc. | $0 | – | -675,871 | – | -1.01% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -369,857 | – | -1.02% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -490,026 | – | -1.11% | – |
| DEO | Exit | Diageo PLC (ADR)adr | $0 | – | -619,769 | – | -1.18% | – |
| WBA | Exit | Walgreens Boots Alliance Inc. | $0 | – | -2,716,194 | – | -1.26% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -2,959,532 | – | -1.32% | – |
| DOW | Exit | Dow Inc | $0 | – | -2,355,744 | – | -1.33% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -1,068,825 | – | -1.39% | – |
| WELL | Exit | Welltower Inc. | $0 | – | -1,720,392 | – | -1.39% | – |
| VICI | Exit | Vici Properties Inc. | $0 | – | -5,053,429 | – | -1.41% | – |
| GD | Exit | General Dynamics Corp. | $0 | – | -736,258 | – | -1.42% | – |
| LOW | Exit | Lowe's Cos. Inc. | $0 | – | -750,861 | – | -1.50% | – |
| UPS | Exit | United Parcel Service Inc. | $0 | – | -839,015 | – | -1.50% | – |
| T | Exit | AT&T Inc. | $0 | – | -5,953,275 | – | -1.58% | – |
| C | Exit | Citigroup Inc. | $0 | – | -2,336,880 | – | -1.61% | – |
| PEAK | Exit | Healthpeak Properties Inc | $0 | – | -4,917,677 | – | -1.62% | – |
| COP | Exit | ConocoPhillips | $0 | – | -2,478,827 | – | -1.65% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -2,354,300 | – | -1.74% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -3,105,796 | – | -1.80% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -1,901,590 | – | -1.82% | – |
| TGT | Exit | Target Corp. | $0 | – | -822,706 | – | -1.85% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -3,469,672 | – | -1.86% | – |
| TFC | Exit | Truist Financial Corp | $0 | – | -3,292,757 | – | -1.90% | – |
| AVGO | Exit | Broadcom Ltd. | $0 | – | -401,134 | – | -1.91% | – |
| INTC | Exit | Intel Corp. | $0 | – | -3,748,475 | – | -1.96% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -1,658,522 | – | -1.98% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -4,779,390 | – | -2.02% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -2,671,667 | – | -2.06% | – |
| UL | Exit | Unilever PLC (ADR)adr | $0 | – | -3,886,226 | – | -2.07% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -1,709,202 | – | -2.10% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -2,114,291 | – | -2.11% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -1,341,208 | – | -2.13% | – |
| CB | Exit | Chubb Ltd. | $0 | – | -1,256,214 | – | -2.14% | – |
| PM | Exit | Philip Morris International In | $0 | – | -2,371,960 | – | -2.21% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -3,349,617 | – | -2.24% | – |
| SIEGY | Exit | Siemens AG (ADR)adr | $0 | – | -2,800,962 | – | -2.26% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -5,757,727 | – | -2.40% | – |
| RTX | Exit | Raytheon Technologies Corp. | $0 | – | -2,852,848 | – | -2.41% | – |
| NVS | Exit | Novartis AG (ADR)adr | $0 | – | -2,998,638 | – | -2.41% | – |
| BCE | Exit | BCE Inc. | $0 | – | -5,154,166 | – | -2.54% | – |
| MS | Exit | Morgan Stanley | $0 | – | -2,680,313 | – | -2.56% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -1,741,616 | – | -2.80% | – |
Q3 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JPM | Buy | JP Morgan Chase & Co. | $285,085,000 | +6.3% | 1,741,616 | +1.0% | 2.80% | +8.0% |
| MS | Sell | Morgan Stanley | $260,821,000 | -3.6% | 2,680,313 | -9.2% | 2.56% | -2.1% |
| BCE | Sell | BCE Inc. | $258,018,000 | +0.7% | 5,154,166 | -0.8% | 2.54% | +2.3% |
| NVS | Buy | Novartis AG (ADR)adr | $245,229,000 | -6.3% | 2,998,638 | +4.6% | 2.41% | -4.7% |
| RTX | Buy | Raytheon Technologies Corp. | $245,231,000 | +2.4% | 2,852,848 | +1.6% | 2.41% | +4.0% |
| BAC | Buy | Bank of America Corp. | $244,415,000 | +4.2% | 5,757,727 | +1.2% | 2.40% | +5.9% |
| SIEGY | Buy | Siemens AG (ADR)adr | $230,071,000 | +3.6% | 2,800,962 | +0.4% | 2.26% | +5.3% |
| JCI | Sell | Johnson Controls International | $228,042,000 | -9.8% | 3,349,617 | -9.0% | 2.24% | -8.3% |
| PM | Buy | Philip Morris International In | $224,838,000 | -4.2% | 2,371,960 | +0.2% | 2.21% | -2.6% |
| CB | Buy | Chubb Ltd. | $217,928,000 | +9.3% | 1,256,214 | +0.1% | 2.14% | +11.0% |
| JNJ | Buy | Johnson & Johnson | $216,605,000 | -1.2% | 1,341,208 | +0.8% | 2.13% | +0.4% |
| CVX | Buy | Chevron Corp. | $214,495,000 | -0.6% | 2,114,291 | +2.6% | 2.11% | +1.0% |
| MDT | Buy | Medtronic PLC | $214,248,000 | +10.1% | 1,709,202 | +9.0% | 2.10% | +11.8% |
| UL | Buy | Unilever PLC (ADR)adr | $210,711,000 | -6.9% | 3,886,226 | +0.4% | 2.07% | -5.4% |
| NEE | Buy | NextEra Energy Inc | $209,779,000 | +7.2% | 2,671,667 | +0.1% | 2.06% | +9.0% |
| PFE | Sell | Pfizer Inc. | $205,562,000 | +6.0% | 4,779,390 | -3.5% | 2.02% | +7.8% |
| GPC | Buy | Genuine Parts Co. | $201,063,000 | -1.9% | 1,658,522 | +2.3% | 1.98% | -0.4% |
| INTC | Buy | Intel Corp. | $199,719,000 | -0.4% | 3,748,475 | +4.9% | 1.96% | +1.2% |
| AVGO | Buy | Broadcom Ltd. | $194,522,000 | +2.9% | 401,134 | +1.2% | 1.91% | +4.6% |
| TFC | Buy | Truist Financial Corp | $193,120,000 | +7.2% | 3,292,757 | +1.4% | 1.90% | +8.9% |
| CSCO | Buy | Cisco Systems Inc. | $188,854,000 | +2.8% | 3,469,672 | +0.1% | 1.86% | +4.5% |
| TGT | Sell | Target Corp. | $188,210,000 | -14.1% | 822,706 | -9.2% | 1.85% | -12.7% |
| DUK | Buy | Duke Energy Corp. | $185,576,000 | +1.4% | 1,901,590 | +2.5% | 1.82% | +3.0% |
| XOM | Buy | Exxon Mobil Corp. | $182,683,000 | -5.4% | 3,105,796 | +1.5% | 1.80% | -3.8% |
| MRK | Buy | Merck & Co. Inc. | $176,831,000 | -2.1% | 2,354,300 | +1.4% | 1.74% | -0.5% |
| COP | Buy | ConocoPhillips | $167,990,000 | +13.3% | 2,478,827 | +1.8% | 1.65% | +15.1% |
| PEAK | Buy | Healthpeak Properties Inc | $164,644,000 | +2.2% | 4,917,677 | +1.6% | 1.62% | +3.9% |
| C | Buy | Citigroup Inc. | $164,002,000 | +1.1% | 2,336,880 | +1.9% | 1.61% | +2.7% |
| T | Buy | AT&T Inc. | $160,798,000 | -5.1% | 5,953,275 | +1.1% | 1.58% | -3.5% |
| UPS | Buy | United Parcel Service Inc. | $152,785,000 | +0.4% | 839,015 | +14.7% | 1.50% | +2.0% |
| LOW | Sell | Lowe's Cos. Inc. | $152,320,000 | -4.4% | 750,861 | -8.6% | 1.50% | -2.9% |
| GD | Buy | General Dynamics Corp. | $144,329,000 | +4.9% | 736,258 | +0.7% | 1.42% | +6.6% |
| VICI | Buy | Vici Properties Inc. | $143,568,000 | +29.0% | 5,053,429 | +40.9% | 1.41% | +31.1% |
| WELL | Sell | Welltower Inc. | $141,760,000 | -13.6% | 1,720,392 | -12.9% | 1.39% | -12.2% |
| KMB | Buy | Kimberly-Clark Corp. | $141,555,000 | -0.3% | 1,068,825 | +0.7% | 1.39% | +1.3% |
| DOW | Buy | Dow Inc | $135,597,000 | -2.9% | 2,355,744 | +6.8% | 1.33% | -1.3% |
| MO | Buy | Altria Group Inc. | $134,718,000 | +7.2% | 2,959,532 | +12.3% | 1.32% | +9.0% |
| WBA | Buy | Walgreens Boots Alliance Inc. | $127,797,000 | -6.6% | 2,716,194 | +4.5% | 1.26% | -5.0% |
| DEO | Sell | Diageo PLC (ADR)adr | $119,615,000 | -0.4% | 619,769 | -1.1% | 1.18% | +1.2% |
| LLY | Sell | Eli Lilly & Co. | $113,220,000 | -1.2% | 490,026 | -1.9% | 1.11% | +0.4% |
| MSFT | Sell | Microsoft Corp. | $104,270,000 | +2.5% | 369,857 | -1.5% | 1.02% | +4.1% |
| TRV | Buy | The Travelers Companies Inc. | $102,739,000 | +2.1% | 675,871 | +0.6% | 1.01% | +3.7% |
| TM | Buy | Toyota Motor Corp. (ADR)adr | $89,443,000 | +13.3% | 503,197 | +11.5% | 0.88% | +15.2% |
| TTE | Sell | TotalEnergies SE (ADR)adr | $69,538,000 | +4.1% | 1,450,834 | -1.7% | 0.68% | +5.7% |
| BNPQY | Buy | BNP Paribas SA (ADR)adr | $60,807,000 | +9.6% | 1,896,651 | +7.1% | 0.60% | +11.4% |
| SOBKY | Buy | Softbank Corp (ADR)adr | $59,609,000 | +4.8% | 4,366,993 | +0.6% | 0.59% | +6.5% |
| CODYY | Sell | Cie de Saint-Gobain (ADR)adr | $59,696,000 | -0.4% | 4,444,958 | -2.6% | 0.59% | +1.0% |
| NNGRY | Sell | NN Group NV (ADR)adr | $56,177,000 | +10.2% | 2,155,667 | -0.0% | 0.55% | +12.0% |
| SMFKY | Sell | Smurfit Kappa Group PLC (ADR)adr | $54,706,000 | -4.3% | 1,039,449 | -1.0% | 0.54% | -2.7% |
| SVNLY | Sell | Svenska Handelsbanken AB (ADR)adr | $51,092,000 | -2.6% | 9,205,726 | -1.6% | 0.50% | -1.0% |
| ZURVY | Buy | Zurich Insurance Group AG (ADRadr | $50,748,000 | +3.4% | 1,235,945 | +1.3% | 0.50% | +5.1% |
| NTTYY | Buy | Nippon Telegraph & Telephone Cadr | $50,339,000 | +9.3% | 1,813,381 | +3.2% | 0.50% | +11.2% |
| NILSY | Sell | MMC Norilsk Nickel PJSC (ADR)adr | $49,946,000 | -15.1% | 1,669,319 | -3.8% | 0.49% | -13.7% |
| UOVEY | Buy | United Overseas Bank Ltd. (ADRadr | $49,442,000 | +0.2% | 1,301,449 | +1.7% | 0.49% | +1.9% |
| ASX | Sell | ASE Technology Holding Co. Ltdadr | $49,253,000 | -11.9% | 6,274,243 | -9.7% | 0.48% | -10.5% |
| PWCDF | Buy | Power Corporation of Canada | $48,617,000 | +10.5% | 1,469,684 | +5.3% | 0.48% | +12.5% |
| NSRGY | Buy | Nestle SA (ADR)adr | $47,957,000 | -2.6% | 398,944 | +1.1% | 0.47% | -1.1% |
| RHHBY | Buy | Roche Holding AG (ADR)adr | $47,856,000 | -2.6% | 1,052,478 | +0.7% | 0.47% | -1.1% |
| DPSGY | Sell | Deutsche Post AG (ADR)adr | $45,160,000 | -7.8% | 715,801 | -0.4% | 0.44% | -6.3% |
| PSMMY | Sell | Persimmon PLC (ADR)adr | $44,727,000 | -12.7% | 612,111 | -0.4% | 0.44% | -11.3% |
| BAESY | Buy | BAE Systems PLC (ADR)adr | $41,589,000 | +4.7% | 1,360,453 | +0.2% | 0.41% | +6.5% |
| VALE | Sell | Vale SA (ADR)adr | $41,263,000 | -39.4% | 2,957,952 | -0.9% | 0.40% | -38.4% |
| SKHHY | Sell | Sonic Healthcare Ltd. (ADR)adr | $41,170,000 | -3.0% | 1,415,274 | -4.6% | 0.40% | -1.5% |
| MURGY | Buy | Muenchener Ruechversicherungsadr | $40,516,000 | +1.9% | 1,479,749 | +1.8% | 0.40% | +3.4% |
| ENLAY | Sell | Enel SPA (ADR)adr | $40,058,000 | -21.0% | 5,243,147 | -4.1% | 0.39% | -19.6% |
| DNBBY | New | DNB Bank ASA (ADR)adr | $38,777,000 | – | 1,690,349 | – | 0.38% | – |
| SNY | Sell | Sanofi (ADR)adr | $38,246,000 | -9.2% | 793,312 | -0.8% | 0.38% | -7.6% |
| BTI | Sell | British American Tobacco PLC (adr | $33,873,000 | -10.4% | 960,130 | -0.2% | 0.33% | -8.8% |
| ETN | Buy | Eaton Corp. PLC | $33,573,000 | +2.5% | 224,851 | +1.7% | 0.33% | +4.1% |
| ALIZY | Sell | Allianz SE (ADR)adr | $32,903,000 | -17.9% | 1,464,955 | -8.6% | 0.32% | -16.5% |
| BMY | Buy | Bristol-Myers Squibb Co. | $32,506,000 | -6.7% | 549,363 | +5.4% | 0.32% | -5.3% |
| UPMMY | Sell | UPM-Kymmene OYJ (ADR)adr | $31,133,000 | -16.7% | 880,472 | -10.9% | 0.31% | -15.2% |
| IBDRY | Sell | Iberdola SA (ADR)adr | $30,277,000 | -33.8% | 752,406 | -19.7% | 0.30% | -32.8% |
| BTVCY | Buy | Britvic PLC (ADR)adr | $30,045,000 | +11.5% | 1,222,572 | +19.8% | 0.30% | +13.5% |
| VZ | Buy | Verizon Communications Inc. | $29,189,000 | +1.5% | 540,440 | +5.3% | 0.29% | +3.2% |
| MGDDY | Sell | Michelin cie Generale de Estabadr | $29,090,000 | -25.3% | 947,570 | -22.3% | 0.29% | -24.1% |
| RIO | Buy | Rio Tinto PLC (ADR)adr | $27,787,000 | +11.8% | 415,854 | +40.4% | 0.27% | +13.8% |
| PPL | Buy | PPL Corp. | $27,047,000 | +10.0% | 970,139 | +10.4% | 0.27% | +11.8% |
| UBS | Sell | UBS Group AG (ADR)adr | $26,887,000 | +1.2% | 1,686,780 | -2.6% | 0.26% | +2.7% |
| VLVLY | New | Volvo AB B-Shares (ADR)adr | $26,625,000 | – | 1,192,349 | – | 0.26% | – |
| TKOMY | Buy | Tokio Marine Holdings Inc. (ADadr | $26,474,000 | +28.9% | 490,629 | +10.1% | 0.26% | +30.7% |
| LUKOY | Sell | Lukoil PJSC (ADR)adr | $26,122,000 | -0.8% | 275,954 | -3.6% | 0.26% | +0.8% |
| DTEGY | Sell | Deutsche Telekom AG (ADR)adr | $25,254,000 | -13.6% | 1,253,318 | -8.8% | 0.25% | -12.1% |
| TSCDY | New | Tesco PLC (ADR)adr | $23,479,000 | – | 2,254,371 | – | 0.23% | – |
| TSM | Buy | Taiwan Semiconductor Manufactuadr | $23,543,000 | +5.1% | 210,865 | +13.1% | 0.23% | +6.5% |
| ALL | Buy | The Allstate Corp. | $22,999,000 | +1.2% | 180,657 | +3.7% | 0.23% | +2.7% |
| Buy | AIA Group Ltd | $20,371,000 | +7.7% | 1,763,037 | +15.8% | 0.20% | +9.3% | |
| SBRCY | Buy | Sberbank of Russia PJSC (ADR)adr | $20,180,000 | +47.3% | 1,076,253 | +31.1% | 0.20% | +50.0% |
| CAG | Buy | ConAgra Brands Inc. | $19,226,000 | +14.9% | 567,636 | +23.4% | 0.19% | +16.7% |
| IBN | Buy | ICICI Bank Ltd. (ADR)adr | $17,327,000 | +20.5% | 918,251 | +9.2% | 0.17% | +22.3% |
| Buy | BNP Paribas SA | $17,140,000 | +13.0% | 266,901 | +10.3% | 0.17% | +14.3% | |
| Buy | Prologis Property Mexico | $14,942,000 | +2.1% | 6,882,793 | +4.7% | 0.15% | +4.3% | |
| Sell | Anglo American PLC | $14,952,000 | -16.5% | 423,156 | -6.1% | 0.15% | -15.0% | |
| Sell | Cie de Saint-Gobain | $14,531,000 | -3.4% | 215,402 | -5.7% | 0.14% | -1.4% | |
| Buy | Arca Continental SAB de CV | $12,904,000 | +11.5% | 2,116,458 | +6.1% | 0.13% | +13.4% | |
| Buy | OPAP SA | $12,696,000 | +66.8% | 819,181 | +62.2% | 0.12% | +68.9% | |
| Buy | KWG Group Holdings | $12,681,000 | +9.4% | 12,971,741 | +49.9% | 0.12% | +11.6% | |
| Sell | Kaspi.kz JSC | $12,516,000 | +0.1% | 117,852 | -0.1% | 0.12% | +1.7% | |
| SKM | Sell | SK Telecom Co Ltd (ADR)adr | $12,053,000 | -10.8% | 400,427 | -6.9% | 0.12% | -9.9% |
| New | CITIC Securities Company Ltd. | $11,903,000 | – | 4,670,337 | – | 0.12% | – | |
| Sell | Smurfit Kappa Group PLC | $10,640,000 | -10.5% | 202,412 | -7.6% | 0.10% | -8.7% | |
| XYL | Buy | Polymetal International PLC | $10,622,000 | +59.7% | 626,681 | +102.6% | 0.10% | +62.5% |
| EWT | Sell | iShares MSCI Taiwan ETF | $10,473,000 | -3.2% | 168,890 | -0.1% | 0.10% | -1.9% |
| Buy | Zurich Insurance Group AG | $10,151,000 | +3.4% | 24,657 | +0.8% | 0.10% | +5.3% | |
| SHG | Sell | Shinhan Financial Group Companadr | $10,215,000 | -6.5% | 303,387 | -0.5% | 0.10% | -5.7% |
| EWY | Sell | iShares MSCI South Korea ETF | $9,809,000 | -23.0% | 121,612 | -11.0% | 0.10% | -22.0% |
| Buy | Nippon Telegraph & Telephone C | $9,284,000 | +18.6% | 334,917 | +11.5% | 0.09% | +19.7% | |
| Buy | Ascendas India Trust | $8,903,000 | +2.2% | 8,453,836 | +0.3% | 0.09% | +3.6% | |
| Buy | Zijin Mining Group Co. Ltd. | $8,896,000 | +8.6% | 7,199,068 | +18.1% | 0.09% | +10.1% | |
| Sell | PT Bank Rakyat Indonesia Perse | $8,287,000 | -20.7% | 30,819,797 | -20.2% | 0.08% | -19.8% | |
| Buy | United Overseas Bank Ltd. | $8,281,000 | +0.3% | 434,998 | +1.1% | 0.08% | +1.2% | |
| Buy | Siemens AG | $7,670,000 | +21.1% | 46,657 | +16.7% | 0.08% | +23.0% | |
| Sell | Denka Company Ltd. | $7,498,000 | -11.2% | 212,318 | -16.4% | 0.07% | -9.8% | |
| Sell | Quanta Computer Inc. | $7,571,000 | -43.5% | 2,717,500 | -36.3% | 0.07% | -42.6% | |
| GOFPY | Buy | OPAP SA (ADR)adr | $7,432,000 | +21.5% | 977,945 | +19.6% | 0.07% | +23.7% |
| Buy | Nestle SA | $7,163,000 | +17.3% | 59,224 | +20.7% | 0.07% | +18.6% | |
| Sell | Deutsche Post AG | $7,144,000 | -23.3% | 113,205 | -17.3% | 0.07% | -22.2% | |
| INDA | Sell | iShares MSCI India ETF | $7,127,000 | +8.2% | 146,380 | -1.6% | 0.07% | +9.4% |
| Buy | Sonic Healthcare Ltd. | $6,859,000 | +4.2% | 233,375 | +2.1% | 0.07% | +4.7% | |
| New | Mediatek Inc | $6,364,000 | – | 195,600 | – | 0.06% | – | |
| SIMO | Sell | Silicon Motion Technology Corpadr | $6,286,000 | -1.6% | 91,127 | -8.6% | 0.06% | 0.0% |
| Sell | Globaltrans Investment PLC GDR | $6,243,000 | -20.3% | 777,510 | -28.8% | 0.06% | -19.7% | |
| Buy | Roche Holding AG | $6,116,000 | +13.0% | 16,665 | +16.0% | 0.06% | +15.4% | |
| Sell | Allianz SE | $5,863,000 | -12.0% | 25,979 | -2.8% | 0.06% | -9.4% | |
| Buy | BAE Systems PLC | $5,920,000 | +22.7% | 777,369 | +16.4% | 0.06% | +23.4% | |
| Sell | UPM-Kymmene Oyj | $5,649,000 | -16.1% | 158,814 | -10.8% | 0.06% | -15.4% | |
| Buy | Ascendas Real Estate Investmen | $5,501,000 | +1.3% | 2,489,871 | +0.6% | 0.05% | +1.9% | |
| Sell | Samsung Electronics Co. Ltd. - | $5,252,000 | -24.2% | 3,602 | -15.3% | 0.05% | -22.4% | |
| ORCL | Sell | Oracle Corp. | $4,798,000 | -2.3% | 55,065 | -12.8% | 0.05% | 0.0% |
| DIS | Sell | The Walt Disney Co. | $4,557,000 | -10.5% | 26,936 | -7.0% | 0.04% | -8.2% |
| Buy | Britvic PLC | $4,547,000 | +38.4% | 377,732 | +49.1% | 0.04% | +40.6% | |
| Sell | Sanofi | $4,587,000 | -10.7% | 47,663 | -2.8% | 0.04% | -10.0% | |
| Buy | Tokio Marine Holdings Inc. | $4,144,000 | +23.7% | 76,587 | +5.1% | 0.04% | +28.1% | |
| Buy | Samsung Electronics GDR | $4,123,000 | -10.3% | 2,639 | +2.4% | 0.04% | -6.8% | |
| HON | Sell | Honeywell International Inc. | $4,035,000 | -41.4% | 18,985 | -39.5% | 0.04% | -40.3% |
| ARW | Sell | Arrow Electronics Inc. | $4,078,000 | -2.4% | 36,318 | -1.1% | 0.04% | 0.0% |
| TMO | Sell | Thermo Fisher Scientific Inc. | $4,039,000 | +8.1% | 7,070 | -4.5% | 0.04% | +11.1% |
| New | Volvo AB B-Shares | $3,666,000 | – | 162,820 | – | 0.04% | – | |
| Buy | Muenchener Ruechversicherungs | $3,607,000 | +2.3% | 13,144 | +2.1% | 0.04% | +2.9% | |
| AXP | Buy | American Express Co. | $3,343,000 | +185.7% | 19,956 | +181.7% | 0.03% | +200.0% |
| MDLZ | Buy | Mondelez International Inc. | $3,277,000 | -6.7% | 56,321 | +0.1% | 0.03% | -5.9% |
| WMT | Buy | Wal-Mart Stores Inc. | $3,162,000 | +29.9% | 22,687 | +31.4% | 0.03% | +29.2% |
| BWA | Buy | BorgWarner Inc. | $2,915,000 | -6.1% | 67,451 | +5.5% | 0.03% | -3.3% |
| PNC | Sell | The PNC Financial Services Gro | $2,798,000 | +1.4% | 14,302 | -1.2% | 0.03% | 0.0% |
| CNI | Buy | Canadian National Railway Co. | $2,781,000 | +22.8% | 24,044 | +12.1% | 0.03% | +22.7% |
| CMCSA | Sell | Comcast Corp. (Cl A) | $2,619,000 | -13.9% | 46,819 | -12.3% | 0.03% | -10.3% |
| UNP | Sell | Union Pacific Corp. | $2,639,000 | -17.5% | 13,464 | -7.5% | 0.03% | -16.1% |
| BA | Sell | BOEING CO/THE | $2,519,000 | -8.7% | 11,452 | -0.6% | 0.02% | -7.4% |
| Buy | BMW AG | $2,441,000 | -1.8% | 25,460 | +8.5% | 0.02% | 0.0% | |
| GSK | Sell | GlaxoSmithKline PLC (ADR)adr | $2,227,000 | -6.3% | 58,274 | -2.4% | 0.02% | -4.3% |
| PKG | New | Packaging Corp. of America | $2,210,000 | – | 16,077 | – | 0.02% | – |
| SWKS | Buy | Skyworks Solutions Inc. | $2,211,000 | +24.9% | 13,417 | +45.4% | 0.02% | +29.4% |
| AXTA | Buy | Axalta Coating Systems Ltd. | $2,015,000 | +65.2% | 69,020 | +72.5% | 0.02% | +66.7% |
| Sell | Samsung Electronics Co. Ltd. - | $1,913,000 | -60.1% | 32,560 | -55.7% | 0.02% | -58.7% | |
| KOF | Sell | Coca-Cola Femsa SAB de CV (ADRadr | $1,853,000 | -9.5% | 32,938 | -14.9% | 0.02% | -10.0% |
| MCD | Sell | McDonald's Corp. | $1,695,000 | +1.3% | 7,029 | -3.0% | 0.02% | +6.2% |
| VNM | Sell | VanEck Vietnam ETF | $1,657,000 | -9.5% | 85,997 | -2.4% | 0.02% | -11.1% |
| ADM | Buy | Archer-Daniels-Midland Co. | $1,502,000 | +106.0% | 25,029 | +108.0% | 0.02% | +114.3% |
| ST | Sell | Sensata Technologies Holding P | $1,516,000 | -7.4% | 27,709 | -1.9% | 0.02% | -6.2% |
| PG | Sell | The Procter & Gamble Co. | $1,462,000 | -41.9% | 10,455 | -44.0% | 0.01% | -41.7% |
| GWB | Sell | Great Western Bancorp Inc. | $1,360,000 | -6.5% | 41,530 | -6.3% | 0.01% | -7.1% |
| XEC | Sell | Cimarex Energy Co. | $1,277,000 | +19.6% | 14,650 | -0.6% | 0.01% | +30.0% |
| SRE | Buy | Sempra Energy | $1,093,000 | +14.7% | 8,642 | +20.1% | 0.01% | +22.2% |
| CMTL | Sell | Comtech Telecommunications Cor | $1,026,000 | +4.9% | 40,066 | -1.1% | 0.01% | +11.1% |
| DENN | Sell | Denny's Corp. | $972,000 | -2.0% | 59,494 | -1.1% | 0.01% | 0.0% |
| ABCB | Sell | Ameris Bancorp | $1,064,000 | +1.6% | 20,505 | -0.8% | 0.01% | 0.0% |
| BGSF | Sell | BGSF Inc. | $1,018,000 | +2.6% | 79,622 | -1.0% | 0.01% | 0.0% |
| HAE | Sell | Haemonetics Corp. | $930,000 | +4.8% | 13,179 | -1.0% | 0.01% | 0.0% |
| BBSI | Sell | Barrett Business Services Inc. | $956,000 | +0.3% | 12,533 | -4.5% | 0.01% | 0.0% |
| HST | Sell | Host Hotels & Resorts Inc. | $962,000 | -5.4% | 58,908 | -1.0% | 0.01% | -10.0% |
| STXB | Buy | Spirit of Texas Bancshares In | $787,000 | +32.3% | 32,533 | +25.0% | 0.01% | +33.3% |
| ITUB | Sell | Itau Unibanco Holding SA-Prefadr | $807,000 | -81.4% | 153,047 | -78.8% | 0.01% | -81.0% |
| FHN | Sell | First Horizon Corp. | $806,000 | -6.8% | 49,502 | -1.1% | 0.01% | 0.0% |
| MEC | Sell | Mayville Engineering Company I | $800,000 | -14.1% | 42,540 | -8.1% | 0.01% | -11.1% |
| PEP | Sell | PepsiCo Inc. | $789,000 | -39.0% | 5,245 | -40.0% | 0.01% | -38.5% |
| PWR | Sell | Quanta Services Inc. | $816,000 | +11.5% | 7,172 | -11.3% | 0.01% | +14.3% |
| Sell | TCS Group Holdings | $827,000 | +4.4% | 9,010 | -0.4% | 0.01% | 0.0% | |
| CSX | Buy | CSX Corp. | $724,000 | +9.4% | 24,356 | +18.1% | 0.01% | +16.7% |
| RUTH | New | Ruth's Hospitality Group Inc. | $710,000 | – | 34,296 | – | 0.01% | – |
| SPR | Sell | Spirit AeroSystems Holdings In | $662,000 | -28.1% | 14,987 | -23.2% | 0.01% | -22.2% |
| Buy | Unilever PLC | $717,000 | +129.8% | 13,275 | +149.1% | 0.01% | +133.3% | |
| HUN | Sell | Huntsman Corp. | $752,000 | +10.4% | 25,427 | -0.9% | 0.01% | 0.0% |
| HWM | New | BAWAG Group AG | $697,000 | – | 10,930 | – | 0.01% | – |
| COLM | Sell | Columbia Sportswear Co. | $736,000 | -3.4% | 7,680 | -0.8% | 0.01% | 0.0% |
| PEG | Sell | Public Service Enterprise Grou | $574,000 | -18.5% | 9,430 | -20.0% | 0.01% | -14.3% |
| PSA | Sell | Public Storage | $598,000 | -12.4% | 2,012 | -11.4% | 0.01% | -14.3% |
| EEM | New | iShares MSCI Emerging Markets | $622,000 | – | 12,355 | – | 0.01% | – |
| BXP | Buy | Boston Properties Inc. | $563,000 | -5.1% | 5,192 | +0.3% | 0.01% | 0.0% |
| EFSC | Buy | Enterprise Financial Services | $640,000 | +2.4% | 14,128 | +4.9% | 0.01% | 0.0% |
| Sell | Parkway Life REIT | $623,000 | -22.4% | 182,000 | -22.7% | 0.01% | -25.0% | |
| LUNMF | Sell | Lundin Mining Corp. | $648,000 | -94.1% | 90,188 | -92.5% | 0.01% | -94.3% |
| D | Buy | Dominion Resources Inc. | $622,000 | +21.5% | 8,520 | +22.5% | 0.01% | +20.0% |
| SSB | Sell | SouthState Corp. | $491,000 | -29.7% | 6,582 | -22.9% | 0.01% | -28.6% |
| HFC | Sell | HollyFrontier Corp. | $503,000 | -0.4% | 15,196 | -1.0% | 0.01% | 0.0% |
| AMAT | Sell | Applied Materials Inc. | $488,000 | -24.6% | 3,789 | -16.7% | 0.01% | -16.7% |
| SPG | Sell | Simon Property Group Inc. | $531,000 | -0.4% | 4,084 | -0.1% | 0.01% | 0.0% |
| Buy | Acadian Timber Corp. | $499,000 | +9.0% | 33,550 | +14.7% | 0.01% | +25.0% | |
| DD | Sell | DuPont De Nemour | $558,000 | -19.6% | 8,213 | -8.3% | 0.01% | -28.6% |
| RY | Sell | Royal Bank of Canada | $549,000 | -42.3% | 5,515 | -41.3% | 0.01% | -44.4% |
| RYN | Buy | Rayonier Inc. | $405,000 | +23.5% | 11,355 | +24.3% | 0.00% | +33.3% |
| SCS | Sell | Steelcase Inc. | $383,000 | -60.8% | 30,176 | -53.3% | 0.00% | -55.6% |
| USB | Buy | US Bancorp | $416,000 | +7.8% | 6,993 | +3.2% | 0.00% | 0.0% |
| MKSI | Sell | MKS Instruments Inc. | $454,000 | -31.0% | 3,010 | -18.6% | 0.00% | -33.3% |
| WY | Sell | Weyerhaeuser Co. | $386,000 | -0.8% | 10,853 | -3.9% | 0.00% | 0.0% |
| HP | Buy | Helmerich & Payne Inc. | $423,000 | -15.6% | 15,430 | +0.5% | 0.00% | -20.0% |
| LAZ | Sell | Lazard Ltd. | $443,000 | -0.9% | 9,670 | -2.1% | 0.00% | 0.0% |
| New | PAX Global Technology Ltd. | $428,000 | – | 338,000 | – | 0.00% | – | |
| Sell | EC Healthcare | $378,000 | -43.9% | 279,410 | -25.3% | 0.00% | -42.9% | |
| CPA | Buy | Copa Holdings S.A. | $357,000 | +14.1% | 4,382 | +5.5% | 0.00% | +33.3% |
| CARR | Sell | Carrier Global Corporation | $374,000 | +5.1% | 7,223 | -1.5% | 0.00% | +33.3% |
| CP | Sell | Canadian Pacific Railway Ltd. | $407,000 | -16.6% | 6,248 | -1.5% | 0.00% | -20.0% |
| AMGN | Sell | Amgen Inc. | $447,000 | -35.9% | 2,104 | -26.4% | 0.00% | -42.9% |
| Sell | Stora Enso Oyj | $333,000 | -14.4% | 19,870 | -6.7% | 0.00% | -25.0% | |
| MCFT | Sell | MasterCraft Boat Holdings Inc. | $325,000 | -28.3% | 12,940 | -24.9% | 0.00% | -25.0% |
| NEM | Sell | Newmont Corp. | $297,000 | -90.3% | 5,465 | -88.6% | 0.00% | -89.7% |
| ING | Buy | ING Groep NV (ADR)adr | $271,000 | +36.2% | 18,726 | +24.5% | 0.00% | +50.0% |
| OTIS | Sell | Otis Worldwide Corporation | $297,000 | -1.0% | 3,610 | -1.5% | 0.00% | 0.0% |
| DANOY | Sell | Danone S.A. (ADR)adr | $265,000 | -48.5% | 19,528 | -46.6% | 0.00% | -40.0% |
| ENIC | Sell | Enel Chile SA (ADR)adr | $278,000 | -75.4% | 115,355 | -69.8% | 0.00% | -72.7% |
| XLP | New | Consumer Staples Select Sector | $294,000 | – | 4,266 | – | 0.00% | – |
| New | Bizlink Holding Inc. | $272,000 | – | 33,800 | – | 0.00% | – | |
| CTT | Buy | CatchMark Timber Trust Inc | $335,000 | +179.2% | 28,220 | +174.8% | 0.00% | +200.0% |
| Sell | Nagacorp Ltd. | $263,000 | -79.8% | 308,400 | -77.2% | 0.00% | -76.9% | |
| XLRE | New | Real Estate Select Sector SPDR | $276,000 | – | 6,202 | – | 0.00% | – |
| XLC | Sell | Communication Services Select | $275,000 | -45.9% | 3,431 | -45.3% | 0.00% | -40.0% |
| XLE | New | Energy Select Sector SPDR Fund | $324,000 | – | 6,229 | – | 0.00% | – |
| TMHC | Buy | Taylor Morrison Corp. | $271,000 | +14.8% | 10,531 | +17.9% | 0.00% | +50.0% |
| CBT | Sell | Cabot Corp. | $278,000 | -43.7% | 5,543 | -36.2% | 0.00% | -40.0% |
| UFS | Sell | Domtar Corp. | $250,000 | -59.1% | 4,587 | -58.8% | 0.00% | -66.7% |
| CR | Sell | Crane Co. | $207,000 | -43.3% | 2,187 | -44.7% | 0.00% | -50.0% |
| COKE | Sell | Coca-Cola Bottling Co. Consoli | $224,000 | -3.4% | 568 | -1.7% | 0.00% | 0.0% |
| IWD | New | iShares Russell 1000 Value ETF | $211,000 | – | 1,351 | – | 0.00% | – |
| JLL | Sell | Jones Lang LaSalle Inc. | $220,000 | -24.7% | 885 | -40.8% | 0.00% | -33.3% |
| BMWYY | Buy | Bayerische Motoren Werke (BMW)adr | $216,000 | -7.3% | 6,599 | +0.7% | 0.00% | 0.0% |
| PFC | Sell | Premier Financial Corp | $237,000 | +9.7% | 7,440 | -2.3% | 0.00% | 0.0% |
| DGX | Sell | Quest Diagnostics Inc. | $201,000 | -42.4% | 1,386 | -47.6% | 0.00% | -33.3% |
| New | Doman Building Materials Group | $62,000 | – | 12,300 | – | 0.00% | – | |
| Buy | Banco Del Bajio | $60,000 | +11.1% | 31,850 | +5.0% | 0.00% | 0.0% | |
| Sell | PT International Nickel Indone | $4,000 | -88.6% | 12,000 | -89.1% | 0.00% | – | |
| Sell | Intesa Sanpaolo SPA | $39,000 | -75.0% | 13,739 | -75.7% | 0.00% | -100.0% | |
| Exit | Medco Energi | $0 | – | -485,000 | – | 0.00% | – | |
| Exit | Dongyue Group | $0 | – | -49,000 | – | 0.00% | – | |
| Sell | Pacific Basin Shipping Ltd. | $32,000 | -20.0% | 68,000 | -31.7% | 0.00% | – | |
| Exit | Sany Heavy Equipment Internati | $0 | – | -10,100 | – | 0.00% | – | |
| Buy | Xinyi Solar Holdings Ltd. | $44,000 | +12.8% | 21,600 | +20.0% | 0.00% | – | |
| SBKFF | Exit | Smith (DS) PLC ORD 10P | $0 | – | -14,276 | – | -0.00% | – |
| Exit | Filinvest Land, Inc | $0 | – | -2,600,000 | – | -0.00% | – | |
| Exit | D/S Norden | $0 | – | -6,368 | – | -0.00% | – | |
| FLR | Exit | Fluor Corp. | $0 | – | -11,950 | – | -0.00% | – |
| BK | Exit | The Bank of New York Mellon Co | $0 | – | -4,834 | – | -0.00% | – |
| XLI | Exit | Industrial Select Sector SPDR | $0 | – | -2,940 | – | -0.00% | – |
| LIN | Exit | Linde PLC | $0 | – | -1,000 | – | -0.00% | – |
| ABBV | Exit | AbbVie Inc. | $0 | – | -3,525 | – | -0.00% | – |
| IBM | Exit | International Business Machine | $0 | – | -4,500 | – | -0.01% | – |
| PHG | Exit | Koninklijke Philips NV (ADR)adr | $0 | – | -15,165 | – | -0.01% | – |
| AIR | Exit | AAR Corp. | $0 | – | -18,742 | – | -0.01% | – |
| SYKE | Exit | Sykes Enterprises Inc. | $0 | – | -13,231 | – | -0.01% | – |
| GE | Exit | General Electric Co. | $0 | – | -58,360 | – | -0.01% | – |
| ORKLY | Exit | Orkla ASA (ADR)adr | $0 | – | -79,200 | – | -0.01% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -23,842 | – | -0.01% | – |
| XLY | Exit | Consumer Discretionary Select | $0 | – | -12,715 | – | -0.02% | – |
| LVS | Exit | Las Vegas Sands Corp. | $0 | – | -283,558 | – | -0.14% | – |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -1,615,078 | – | -0.31% | – |
| MMM | Exit | 3M Co. | $0 | – | -857,745 | – | -1.65% | – |
Q2 2021
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MS | New | Morgan Stanley | $270,549,000 | – | 2,950,689 | – | 2.62% | – |
| JPM | New | JP Morgan Chase & Co. | $268,226,000 | – | 1,724,479 | – | 2.59% | – |
| NVS | New | Novartis AG (ADR)adr | $261,639,000 | – | 2,867,587 | – | 2.53% | – |
| BCE | New | BCE Inc. | $256,312,000 | – | 5,196,914 | – | 2.48% | – |
| JCI | New | Johnson Controls International | $252,712,000 | – | 3,682,244 | – | 2.44% | – |
| RTX | New | Raytheon Technologies Corp. | $239,555,000 | – | 2,808,056 | – | 2.32% | – |
| PM | New | Philip Morris International In | $234,635,000 | – | 2,367,419 | – | 2.27% | – |
| BAC | New | Bank of America Corp. | $234,618,000 | – | 5,690,457 | – | 2.27% | – |
| UL | New | Unilever PLC (ADR)adr | $226,439,000 | – | 3,870,753 | – | 2.19% | – |
| SIEGY | New | Siemens AG (ADR)adr | $222,071,000 | – | 2,788,464 | – | 2.15% | – |
| JNJ | New | Johnson & Johnson | $219,255,000 | – | 1,330,914 | – | 2.12% | – |
| TGT | New | Target Corp. | $219,040,000 | – | 906,097 | – | 2.12% | – |
| CVX | New | Chevron Corp. | $215,754,000 | – | 2,059,900 | – | 2.09% | – |
| GPC | New | Genuine Parts Co. | $205,006,000 | – | 1,620,987 | – | 1.98% | – |
| INTC | New | Intel Corp. | $200,552,000 | – | 3,572,358 | – | 1.94% | – |
| CB | New | Chubb Ltd. | $199,416,000 | – | 1,254,665 | – | 1.93% | – |
| NEE | New | NextEra Energy Inc | $195,618,000 | – | 2,669,462 | – | 1.89% | – |
| MDT | New | Medtronic PLC | $194,668,000 | – | 1,568,261 | – | 1.88% | – |
| PFE | New | Pfizer Inc. | $193,879,000 | – | 4,950,934 | – | 1.87% | – |
| XOM | New | Exxon Mobil Corp. | $193,065,000 | – | 3,060,637 | – | 1.87% | – |
| AVGO | New | Broadcom Ltd. | $189,024,000 | – | 396,409 | – | 1.83% | – |
| CSCO | New | Cisco Systems Inc. | $183,640,000 | – | 3,464,903 | – | 1.78% | – |
| DUK | New | Duke Energy Corp. | $183,097,000 | – | 1,854,714 | – | 1.77% | – |
| MRK | New | Merck & Co. Inc. | $180,548,000 | – | 2,321,565 | – | 1.74% | – |
| TFC | New | Truist Financial Corp | $180,173,000 | – | 3,246,351 | – | 1.74% | – |
| MMM | New | 3M Co. | $170,374,000 | – | 857,745 | – | 1.65% | – |
| T | New | AT&T Inc. | $169,420,000 | – | 5,886,733 | – | 1.64% | – |
| WELL | New | Welltower Inc. | $164,044,000 | – | 1,974,059 | – | 1.59% | – |
| C | New | Citigroup Inc. | $162,281,000 | – | 2,293,722 | – | 1.57% | – |
| PEAK | New | Healthpeak Properties Inc | $161,055,000 | – | 4,837,926 | – | 1.56% | – |
| LOW | New | Lowe's Cos. Inc. | $159,292,000 | – | 821,220 | – | 1.54% | – |
| UPS | New | United Parcel Service Inc. | $152,152,000 | – | 731,606 | – | 1.47% | – |
| COP | New | ConocoPhillips | $148,267,000 | – | 2,434,601 | – | 1.43% | – |
| KMB | New | Kimberly-Clark Corp. | $142,013,000 | – | 1,061,540 | – | 1.37% | – |
| DOW | New | Dow Inc | $139,624,000 | – | 2,206,446 | – | 1.35% | – |
| GD | New | General Dynamics Corp. | $137,595,000 | – | 730,878 | – | 1.33% | – |
| WBA | New | Walgreens Boots Alliance Inc. | $136,772,000 | – | 2,599,729 | – | 1.32% | – |
| MO | New | Altria Group Inc. | $125,644,000 | – | 2,635,143 | – | 1.22% | – |
| DEO | New | Diageo PLC (ADR)adr | $120,066,000 | – | 626,354 | – | 1.16% | – |
| LLY | New | Eli Lilly & Co. | $114,647,000 | – | 499,509 | – | 1.11% | – |
| VICI | New | Vici Properties Inc. | $111,255,000 | – | 3,586,565 | – | 1.08% | – |
| MSFT | New | Microsoft Corp. | $101,757,000 | – | 375,626 | – | 0.98% | – |
| TRV | New | The Travelers Companies Inc. | $100,625,000 | – | 672,131 | – | 0.97% | – |
| TM | New | Toyota Motor Corp. (ADR)adr | $78,940,000 | – | 451,497 | – | 0.76% | – |
| VALE | New | Vale SA (ADR)adr | $68,061,000 | – | 2,983,839 | – | 0.66% | – |
| TTE | New | TotalEnergies SE (ADR)adr | $66,772,000 | – | 1,475,307 | – | 0.65% | – |
| CODYY | New | Cie de Saint-Gobain (ADR)adr | $59,954,000 | – | 4,562,680 | – | 0.58% | – |
| NILSY | New | MMC Norilsk Nickel PJSC (ADR)adr | $58,857,000 | – | 1,735,183 | – | 0.57% | – |
| SMFKY | New | Smurfit Kappa Group PLC (ADR)adr | $57,148,000 | – | 1,049,655 | – | 0.55% | – |
| SOBKY | New | Softbank Corp (ADR)adr | $56,890,000 | – | 4,342,781 | – | 0.55% | – |
| ASX | New | ASE Technology Holding Co. Ltdadr | $55,926,000 | – | 6,947,345 | – | 0.54% | – |
| BNPQY | New | BNP Paribas SA (ADR)adr | $55,466,000 | – | 1,770,931 | – | 0.54% | – |
| SVNLY | New | Svenska Handelsbanken AB (ADR)adr | $52,438,000 | – | 9,355,594 | – | 0.51% | – |
| PSMMY | New | Persimmon PLC (ADR)adr | $51,228,000 | – | 614,802 | – | 0.50% | – |
| NNGRY | New | NN Group NV (ADR)adr | $50,963,000 | – | 2,156,004 | – | 0.49% | – |
| ENLAY | New | Enel SPA (ADR)adr | $50,702,000 | – | 5,469,467 | – | 0.49% | – |
| UOVEY | New | United Overseas Bank Ltd. (ADRadr | $49,330,000 | – | 1,280,305 | – | 0.48% | – |
| NSRGY | New | Nestle SA (ADR)adr | $49,231,000 | – | 394,668 | – | 0.48% | – |
| ZURVY | New | Zurich Insurance Group AG (ADRadr | $49,088,000 | – | 1,219,572 | – | 0.48% | – |
| RHHBY | New | Roche Holding AG (ADR)adr | $49,117,000 | – | 1,045,259 | – | 0.48% | – |
| DPSGY | New | Deutsche Post AG (ADR)adr | $48,984,000 | – | 718,826 | – | 0.47% | – |
| NTTYY | New | Nippon Telegraph & Telephone Cadr | $46,038,000 | – | 1,757,689 | – | 0.44% | – |
| IBDRY | New | Iberdola SA (ADR)adr | $45,764,000 | – | 936,738 | – | 0.44% | – |
| PWCDF | New | Power Corporation of Canada | $44,012,000 | – | 1,395,076 | – | 0.42% | – |
| SKHHY | New | Sonic Healthcare Ltd. (ADR)adr | $42,442,000 | – | 1,483,996 | – | 0.41% | – |
| SNY | New | Sanofi (ADR)adr | $42,105,000 | – | 799,562 | – | 0.41% | – |
| ALIZY | New | Allianz SE (ADR)adr | $40,071,000 | – | 1,603,462 | – | 0.39% | – |
| MURGY | New | Muenchener Ruechversicherungsadr | $39,774,000 | – | 1,453,200 | – | 0.38% | – |
| BAESY | New | BAE Systems PLC (ADR)adr | $39,731,000 | – | 1,357,381 | – | 0.38% | – |
| MGDDY | New | Michelin cie Generale de Estabadr | $38,964,000 | – | 1,219,166 | – | 0.38% | – |
| BTI | New | British American Tobacco PLC (adr | $37,803,000 | – | 961,668 | – | 0.36% | – |
| UPMMY | New | UPM-Kymmene OYJ (ADR)adr | $37,378,000 | – | 987,803 | – | 0.36% | – |
| BMY | New | Bristol-Myers Squibb Co. | $34,835,000 | – | 521,329 | – | 0.34% | – |
| ETN | New | Eaton Corp. PLC | $32,765,000 | – | 221,119 | – | 0.32% | – |
| MFC | New | Manulife Financial Corp. | $31,817,000 | – | 1,615,078 | – | 0.31% | – |
| DTEGY | New | Deutsche Telekom AG (ADR)adr | $29,217,000 | – | 1,374,283 | – | 0.28% | – |
| VZ | New | Verizon Communications Inc. | $28,749,000 | – | 513,093 | – | 0.28% | – |
| BTVCY | New | Britvic PLC (ADR)adr | $26,939,000 | – | 1,020,236 | – | 0.26% | – |
| UBS | New | UBS Group AG (ADR)adr | $26,580,000 | – | 1,732,695 | – | 0.26% | – |
| LUKOY | New | Lukoil PJSC (ADR)adr | $26,339,000 | – | 286,293 | – | 0.26% | – |
| RIO | New | Rio Tinto PLC (ADR)adr | $24,846,000 | – | 296,173 | – | 0.24% | – |
| PPL | New | PPL Corp. | $24,588,000 | – | 879,076 | – | 0.24% | – |
| ALL | New | The Allstate Corp. | $22,727,000 | – | 174,237 | – | 0.22% | – |
| TSM | New | Taiwan Semiconductor Manufactuadr | $22,403,000 | – | 186,444 | – | 0.22% | – |
| TKOMY | New | Tokio Marine Holdings Inc. (ADadr | $20,543,000 | – | 445,692 | – | 0.20% | – |
| New | AIA Group Ltd | $18,921,000 | – | 1,522,350 | – | 0.18% | – | |
| New | Anglo American PLC | $17,909,000 | – | 450,693 | – | 0.17% | – | |
| CAG | New | ConAgra Brands Inc | $16,735,000 | – | 460,016 | – | 0.16% | – |
| New | BNP Paribas SA | $15,170,000 | – | 241,965 | – | 0.15% | – | |
| New | Cie de Saint-Gobain | $15,047,000 | – | 228,468 | – | 0.14% | – | |
| LVS | New | Las Vegas Sands Corp. | $14,941,000 | – | 283,558 | – | 0.14% | – |
| New | Prologis Property Mexico | $14,635,000 | – | 6,571,819 | – | 0.14% | – | |
| IBN | New | ICICI Bank Ltd. (ADR)adr | $14,375,000 | – | 840,616 | – | 0.14% | – |
| SBRCY | New | Sberbank of Russia PJSC (ADR)adr | $13,698,000 | – | 820,757 | – | 0.13% | – |
| SKM | New | SK Telecom Co Ltd (ADR)adr | $13,513,000 | – | 430,214 | – | 0.13% | – |
| New | Quanta Computer Inc. | $13,389,000 | – | 4,265,500 | – | 0.13% | – | |
| EWY | New | iShares MSCI South Korea ETF | $12,739,000 | – | 136,718 | – | 0.12% | – |
| New | Kaspi.kz JSC | $12,507,000 | – | 117,986 | – | 0.12% | – | |
| New | Smurfit Kappa Group PLC | $11,885,000 | – | 219,066 | – | 0.12% | – | |
| New | Arca Continental SAB de CV | $11,575,000 | – | 1,995,617 | – | 0.11% | – | |
| New | KWG Group Holdings | $11,589,000 | – | 8,651,620 | – | 0.11% | – | |
| SHG | New | Shinhan Financial Group Companadr | $10,928,000 | – | 304,825 | – | 0.11% | – |
| EWT | New | iShares MSCI Taiwan ETF | $10,817,000 | – | 169,141 | – | 0.10% | – |
| LUNMF | New | Lundin Mining Corp. | $10,905,000 | – | 1,210,529 | – | 0.10% | – |
| New | PT Bank Rakyat Indonesia | $10,454,000 | – | 38,607,037 | – | 0.10% | – | |
| New | Zurich Insurance Group AG | $9,814,000 | – | 24,463 | – | 0.10% | – | |
| New | Deutsche Post AG | $9,311,000 | – | 136,892 | – | 0.09% | – | |
| New | Ascendas India Trust | $8,708,000 | – | 8,424,803 | – | 0.08% | – | |
| New | Denka Company Ltd. | $8,446,000 | – | 253,899 | – | 0.08% | – | |
| New | United Overseas Bank Ltd. | $8,259,000 | – | 430,138 | – | 0.08% | – | |
| New | Zijin Mining Group Co. Ltd. | $8,195,000 | – | 6,094,360 | – | 0.08% | – | |
| New | Globaltrans Investment PLC GDR | $7,832,000 | – | 1,092,265 | – | 0.08% | – | |
| New | Nippon Telegraph & Telephone C | $7,826,000 | – | 300,328 | – | 0.08% | – | |
| New | OPAP SA | $7,613,000 | – | 505,146 | – | 0.07% | – | |
| HON | New | Honeywell International Inc. | $6,889,000 | – | 31,390 | – | 0.07% | – |
| New | Samsung Electronics Co. Ltd. - | $6,926,000 | – | 4,254 | – | 0.07% | – | |
| New | UPM-Kymmene Oyj | $6,736,000 | – | 178,080 | – | 0.06% | – | |
| New | Sonic Healthcare Ltd. | $6,582,000 | – | 228,558 | – | 0.06% | – | |
| XYL | New | Polymetal International | $6,650,000 | – | 309,268 | – | 0.06% | – |
| New | Allianz SE | $6,664,000 | – | 26,723 | – | 0.06% | – | |
| INDA | New | iShares MSCI India ETF | $6,584,000 | – | 148,800 | – | 0.06% | – |
| SIMO | New | Silicon Motion Technology Corpadr | $6,388,000 | – | 99,664 | – | 0.06% | – |
| New | Siemens AG | $6,334,000 | – | 39,978 | – | 0.06% | – | |
| New | Nestle SA | $6,109,000 | – | 49,060 | – | 0.06% | – | |
| GOFPY | New | OPAP SA (ADR)adr | $6,117,000 | – | 817,728 | – | 0.06% | – |
| New | Ascendas Real Estate Investmen | $5,431,000 | – | 2,475,864 | – | 0.05% | – | |
| New | Roche Holding AG | $5,410,000 | – | 14,361 | – | 0.05% | – | |
| New | Sanofi | $5,137,000 | – | 49,023 | – | 0.05% | – | |
| DIS | New | The Walt Disney Co. | $5,092,000 | – | 28,971 | – | 0.05% | – |
| New | BAE Systems PLC | $4,823,000 | – | 667,962 | – | 0.05% | – | |
| ORCL | New | Oracle Corp. | $4,913,000 | – | 63,118 | – | 0.05% | – |
| New | Samsung Electronics Co. Ltd. - | $4,798,000 | – | 73,560 | – | 0.05% | – | |
| New | Samsung Electronics GDR | $4,598,000 | – | 2,578 | – | 0.04% | – | |
| ITUB | New | Itau Unibanco Holding SA-Prefadr | $4,339,000 | – | 721,950 | – | 0.04% | – |
| ARW | New | Arrow Electronics Inc. | $4,179,000 | – | 36,713 | – | 0.04% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $3,735,000 | – | 7,404 | – | 0.04% | – |
| MDLZ | New | Mondelez International Inc. | $3,512,000 | – | 56,250 | – | 0.03% | – |
| New | Muenchener Ruechversicherungs | $3,525,000 | – | 12,871 | – | 0.03% | – | |
| New | Britvic PLC | $3,285,000 | – | 253,423 | – | 0.03% | – | |
| New | Tokio Marine Holdings Inc. | $3,350,000 | – | 72,850 | – | 0.03% | – | |
| UNP | New | Union Pacific Corp. | $3,200,000 | – | 14,548 | – | 0.03% | – |
| BWA | New | BorgWarner Inc. | $3,104,000 | – | 63,950 | – | 0.03% | – |
| NEM | New | Newmont Corp | $3,050,000 | – | 48,119 | – | 0.03% | – |
| CMCSA | New | Comcast Corp. (Cl A) | $3,043,000 | – | 53,359 | – | 0.03% | – |
| BA | New | BOEING CO/THE | $2,759,000 | – | 11,518 | – | 0.03% | – |
| PNC | New | The PNC Financial Services Gro | $2,760,000 | – | 14,469 | – | 0.03% | – |
| New | Novartis AG | $2,644,000 | – | 29,019 | – | 0.03% | – | |
| New | BMW AG | $2,485,000 | – | 23,467 | – | 0.02% | – | |
| WMT | New | Wal-Mart Stores Inc. | $2,435,000 | – | 17,269 | – | 0.02% | – |
| PG | New | The Procter & Gamble Co. | $2,518,000 | – | 18,665 | – | 0.02% | – |
| GSK | New | GlaxoSmithKline PLC (ADR)adr | $2,377,000 | – | 59,706 | – | 0.02% | – |
| CNI | New | Canadian National Railway Co. | $2,264,000 | – | 21,455 | – | 0.02% | – |
| XLY | New | Consumer Discretionary Select | $2,270,000 | – | 12,715 | – | 0.02% | – |
| KOF | New | Coca-Cola Femsa SAB de CV (ADRadr | $2,048,000 | – | 38,695 | – | 0.02% | – |
| VNM | New | VanEck Vectors Vietnam ETF | $1,831,000 | – | 88,086 | – | 0.02% | – |
| SWKS | New | Skyworks Solutions Inc. | $1,770,000 | – | 9,229 | – | 0.02% | – |
| ST | New | Sensata Technologies Holding P | $1,638,000 | – | 28,256 | – | 0.02% | – |
| MCD | New | McDonald's Corp. | $1,674,000 | – | 7,245 | – | 0.02% | – |
| NTIOF | New | National Bank of Canada | $1,656,000 | – | 22,160 | – | 0.02% | – |
| GWB | New | Great Western Bancorp Inc. | $1,454,000 | – | 44,330 | – | 0.01% | – |
| PEP | New | PepsiCo Inc. | $1,294,000 | – | 8,735 | – | 0.01% | – |
| New | Nagacorp Ltd. | $1,303,000 | – | 1,350,431 | – | 0.01% | – | |
| AXTA | New | Axalta Coating Systems Ltd. | $1,220,000 | – | 40,007 | – | 0.01% | – |
| AXP | New | American Express Co. | $1,170,000 | – | 7,083 | – | 0.01% | – |
| ENIC | New | Enel Chile SA (ADR)adr | $1,128,000 | – | 382,215 | – | 0.01% | – |
| DENN | New | Denny's Corp. | $992,000 | – | 60,164 | – | 0.01% | – |
| BGSF | New | BGSF Inc. | $992,000 | – | 80,412 | – | 0.01% | – |
| WFC | New | Wells Fargo & Co. | $1,080,000 | – | 23,842 | – | 0.01% | – |
| HST | New | Host Hotels & Resorts Inc. | $1,017,000 | – | 59,528 | – | 0.01% | – |
| XEC | New | Cimarex Energy Co. | $1,068,000 | – | 14,741 | – | 0.01% | – |
| ABCB | New | Ameris Bancorp | $1,047,000 | – | 20,675 | – | 0.01% | – |
| SJM | New | The JM Smucker Co. | $1,000,000 | – | 7,717 | – | 0.01% | – |
| SPR | New | Spirit AeroSystems Holdings In | $921,000 | – | 19,510 | – | 0.01% | – |
| BBSI | New | Barrett Business Services Inc. | $953,000 | – | 13,123 | – | 0.01% | – |
| CMTL | New | Comtech Telecommunications Cor | $978,000 | – | 40,496 | – | 0.01% | – |
| HAE | New | Haemonetics Corp. | $887,000 | – | 13,315 | – | 0.01% | – |
| MEC | New | Mayville Engineering Co Inc | $931,000 | – | 46,300 | – | 0.01% | – |
| RY | New | Royal Bank of Canada | $951,000 | – | 9,389 | – | 0.01% | – |
| SRE | New | Sempra Energy | $953,000 | – | 7,193 | – | 0.01% | – |
| SCS | New | Steelcase Inc | $976,000 | – | 64,626 | – | 0.01% | – |
| FHN | New | First Horizon Corp | $865,000 | – | 50,062 | – | 0.01% | – |
| New | TCS Group Holdings | $792,000 | – | 9,050 | – | 0.01% | – | |
| ORKLY | New | Orkla ASA (ADR)adr | $807,000 | – | 79,200 | – | 0.01% | – |
| GE | New | General Electric Co. | $786,000 | – | 58,360 | – | 0.01% | – |
| New | Parkway Life REIT | $803,000 | – | 235,400 | – | 0.01% | – | |
| COLM | New | Columbia Sportswear Co. | $762,000 | – | 7,743 | – | 0.01% | – |
| DD | New | DuPont De Nemour | $694,000 | – | 8,959 | – | 0.01% | – |
| AAPL | New | Apple Inc. | $772,000 | – | 5,640 | – | 0.01% | – |
| SSB | New | South State Corp. | $698,000 | – | 8,542 | – | 0.01% | – |
| AIR | New | AAR Corp. | $726,000 | – | 18,742 | – | 0.01% | – |
| PWR | New | Quanta Services Inc. | $732,000 | – | 8,085 | – | 0.01% | – |
| PSA | New | Public Storage | $683,000 | – | 2,270 | – | 0.01% | – |
| PEG | New | Public Service Enterprise Grou | $704,000 | – | 11,790 | – | 0.01% | – |
| HUN | New | Huntsman Corp. | $681,000 | – | 25,669 | – | 0.01% | – |
| SYKE | New | Sykes Enterprises Inc. | $711,000 | – | 13,231 | – | 0.01% | – |
| PHG | New | Koninklijke Philips NV (ADR)adr | $754,000 | – | 15,165 | – | 0.01% | – |
| New | EC Healthcare | $674,000 | – | 374,210 | – | 0.01% | – | |
| ADM | New | Archer-Daniels-Midland Co. | $729,000 | – | 12,031 | – | 0.01% | – |
| AMGN | New | Amgen Inc. | $697,000 | – | 2,860 | – | 0.01% | – |
| CSX | New | CSX Corp. | $662,000 | – | 20,631 | – | 0.01% | – |
| BXP | New | Boston Properties Inc. | $593,000 | – | 5,177 | – | 0.01% | – |
| BX | New | The Blackstone Group Inc | $577,000 | – | 5,935 | – | 0.01% | – |
| MKSI | New | MKS Instruments Inc. | $658,000 | – | 3,700 | – | 0.01% | – |
| IBM | New | International Business Machine | $660,000 | – | 4,500 | – | 0.01% | – |
| STXB | New | Spirit of Texas Bancshares In | $595,000 | – | 26,036 | – | 0.01% | – |
| EPD | New | Enterprise Products Partners L | $585,000 | – | 24,246 | – | 0.01% | – |
| EFSC | New | Enterprise Financial Services | $625,000 | – | 13,472 | – | 0.01% | – |
| UFS | New | Domtar Corp. | $611,000 | – | 11,124 | – | 0.01% | – |
| AMAT | New | Applied Materials Inc. | $647,000 | – | 4,547 | – | 0.01% | – |
| HFC | New | HollyFrontier Corp. | $505,000 | – | 15,356 | – | 0.01% | – |
| New | Mahindra & Mahindra Reg S (GDR | $550,000 | – | 52,586 | – | 0.01% | – | |
| CP | New | Canadian Pacific Railway Ltd. | $488,000 | – | 6,340 | – | 0.01% | – |
| D | New | Dominion Resources Inc. | $512,000 | – | 6,954 | – | 0.01% | – |
| HP | New | Helmerich & Payne Inc. | $501,000 | – | 15,358 | – | 0.01% | – |
| AVT | New | Avnet Inc. | $505,000 | – | 12,606 | – | 0.01% | – |
| XLC | New | Communication Services Select | $508,000 | – | 6,270 | – | 0.01% | – |
| CC | New | The Chemours Co. | $515,000 | – | 14,795 | – | 0.01% | – |
| CI | New | Cigna Corp. | $556,000 | – | 2,346 | – | 0.01% | – |
| WPC | New | WP Carey Inc. | $514,000 | – | 6,885 | – | 0.01% | – |
| CBT | New | Cabot Corp. | $494,000 | – | 8,683 | – | 0.01% | – |
| DANOY | New | Danone S.A. (ADR)adr | $515,000 | – | 36,600 | – | 0.01% | – |
| SPG | New | Simon Property Group Inc. | $533,000 | – | 4,088 | – | 0.01% | – |
| USB | New | US Bancorp | $386,000 | – | 6,773 | – | 0.00% | – |
| New | Stora Enso Oyj | $389,000 | – | 21,300 | – | 0.00% | – | |
| New | Acadian Timber Corp. | $458,000 | – | 29,250 | – | 0.00% | – | |
| LAZ | New | Lazard Ltd. | $447,000 | – | 9,880 | – | 0.00% | – |
| CR | New | Crane Co. | $365,000 | – | 3,956 | – | 0.00% | – |
| ABBV | New | AbbVie Inc. | $397,000 | – | 3,525 | – | 0.00% | – |
| MCFT | New | MasterCraft Boat Holdings Inc. | $453,000 | – | 17,231 | – | 0.00% | – |
| WY | New | Weyerhaeuser Co. | $389,000 | – | 11,291 | – | 0.00% | – |
| KHC | New | The Kraft Heinz Co. | $364,000 | – | 8,925 | – | 0.00% | – |
| CPA | New | Copa Holdings S.A. | $313,000 | – | 4,155 | – | 0.00% | – |
| RYN | New | Rayonier Inc. | $328,000 | – | 9,135 | – | 0.00% | – |
| New | Unilever NV | $312,000 | – | 5,330 | – | 0.00% | – | |
| DGX | New | Quest Diagnostics Inc. | $349,000 | – | 2,646 | – | 0.00% | – |
| KO | New | The Coca-Cola Co. | $292,000 | – | 5,390 | – | 0.00% | – |
| JLL | New | Jones Lang LaSalle Inc. | $292,000 | – | 1,495 | – | 0.00% | – |
| LIN | New | Linde PLC | $289,000 | – | 1,000 | – | 0.00% | – |
| New | KT&G Corp. | $302,000 | – | 4,040 | – | 0.00% | – | |
| XLI | New | Industrial Select Sector SPDR | $301,000 | – | 2,940 | – | 0.00% | – |
| CARR | New | Carrier Global Corporation | $356,000 | – | 7,333 | – | 0.00% | – |
| OTIS | New | Otis Worldwide Corporation | $300,000 | – | 3,665 | – | 0.00% | – |
| TMHC | New | Taylor Morrison Corp. | $236,000 | – | 8,930 | – | 0.00% | – |
| VLO | New | Valero Energy Corp. | $248,000 | – | 3,170 | – | 0.00% | – |
| PFC | New | Premier Financial Corp | $216,000 | – | 7,613 | – | 0.00% | – |
| NSC | New | Norfolk Southern Corp. | $232,000 | – | 875 | – | 0.00% | – |
| ING | New | ING Groep NV (ADR)adr | $199,000 | – | 15,035 | – | 0.00% | – |
| GIS | New | General Mills Inc. | $231,000 | – | 3,787 | – | 0.00% | – |
| FLR | New | Fluor Corp. | $212,000 | – | 11,950 | – | 0.00% | – |
| STX | New | Seagate Technology PLC | $251,000 | – | 2,850 | – | 0.00% | – |
| COKE | New | Coca-Cola Bottling Co. Consoli | $232,000 | – | 578 | – | 0.00% | – |
| New | D/S Norden | $203,000 | – | 6,368 | – | 0.00% | – | |
| New | Klabin S/A UNT N2 | $163,000 | – | 30,730 | – | 0.00% | – | |
| New | Intesa Sanpaolo | $156,000 | – | 56,594 | – | 0.00% | – | |
| BMWYY | New | Bayerische Motoren Werke (BMW)adr | $233,000 | – | 6,554 | – | 0.00% | – |
| BK | New | The Bank of New York Mellon Co | $248,000 | – | 4,834 | – | 0.00% | – |
| New | Mapletree Industrial Trust | $192,000 | – | 91,350 | – | 0.00% | – | |
| AKZOY | New | Akzo Nobel NV (ADR)adr | $251,000 | – | 6,088 | – | 0.00% | – |
| New | Filinvest Land, Inc | $59,000 | – | 2,600,000 | – | 0.00% | – | |
| New | Singapore Technologies Enginee | $89,000 | – | 30,805 | – | 0.00% | – | |
| SBKFF | New | Smith (DS) PLC ORD 10P | $83,000 | – | 14,276 | – | 0.00% | – |
| RYCEY | New | Rolls-Royce Holdings PLC (ADR)adr | $68,000 | – | 48,000 | – | 0.00% | – |
| New | Link REIT | $126,000 | – | 13,000 | – | 0.00% | – | |
| New | Banco Del Bajio | $54,000 | – | 30,320 | – | 0.00% | – | |
| CTT | New | CatchMark Timber Trust Inc | $120,000 | – | 10,270 | – | 0.00% | – |
| New | Medco Energi | $21,000 | – | 485,000 | – | 0.00% | – | |
| New | The Siam Commerical Bank PCL | $49,000 | – | 15,660 | – | 0.00% | – | |
| New | Dongyue Group | $41,000 | – | 49,000 | – | 0.00% | – | |
| New | Stella International Holdings | $46,000 | – | 30,050 | – | 0.00% | – | |
| New | PT International Nickel Indone | $35,000 | – | 110,000 | – | 0.00% | – | |
| New | Sany Heavy Equipment Internati | $10,000 | – | 10,100 | – | 0.00% | – | |
| New | Pacific Basin | $40,000 | – | 99,500 | – | 0.00% | – | |
| New | Xinyi Solar Holdings Ltd. | $39,000 | – | 18,000 | – | 0.00% | – | |
| New | Indo Tambangraya Megah PT | $37,000 | – | 37,750 | – | 0.00% | – |
Q4 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| ASX | Exit | ASE Technology Holding Co. Ltdadr | $0 | – | -24,360 | – | -0.01% | – |
| SCS | Exit | Steelcase Inc | $0 | – | -12,299 | – | -0.01% | – |
| FHN | Exit | First Horizon National Corp. | $0 | – | -14,046 | – | -0.01% | – |
| Exit | PT Bank Rakyat Indonesia | $0 | – | -634,000 | – | -0.01% | – | |
| CMTL | Exit | Comtech Telecommunications Cor | $0 | – | -10,875 | – | -0.01% | – |
| BGSF | Exit | BG Staffing Inc. | $0 | – | -18,084 | – | -0.01% | – |
| HST | Exit | Host Hotels & Resorts Inc. | $0 | – | -15,695 | – | -0.01% | – |
| MEC | Exit | Mayville Engineering Co Inc | $0 | – | -21,232 | – | -0.01% | – |
| GWB | Exit | Great Western Bancorp Inc. | $0 | – | -17,370 | – | -0.01% | – |
| BAP | Exit | Credicorp Ltd. | $0 | – | -2,130 | – | -0.02% | – |
| BWA | Exit | BorgWarner Inc. | $0 | – | -6,905 | – | -0.02% | – |
| Exit | Deutsche Post AG | $0 | – | -5,720 | – | -0.02% | – | |
| Exit | Danone S.A. | $0 | – | -4,855 | – | -0.02% | – | |
| BA | Exit | BOEING CO/THE | $0 | – | -2,775 | – | -0.03% | – |
| LVS | Exit | Las Vegas Sands Corp. | $0 | – | -11,755 | – | -0.03% | – |
| MDLZ | Exit | Mondelez International Inc. | $0 | – | -9,890 | – | -0.03% | – |
| RIO | Exit | Rio Tinto PLC (ADR)adr | $0 | – | -9,925 | – | -0.04% | – |
| CMCSA | Exit | Comcast Corp. (Cl A) | $0 | – | -13,400 | – | -0.04% | – |
| ARW | Exit | Arrow Electronics Inc. | $0 | – | -8,100 | – | -0.04% | – |
| ALL | Exit | The Allstate Corp. | $0 | – | -6,950 | – | -0.04% | – |
| DIS | Exit | The Walt Disney Co. | $0 | – | -5,645 | – | -0.04% | – |
| SKM | Exit | SK Telecom Co Ltd (ADR)adr | $0 | – | -32,555 | – | -0.04% | – |
| NEM | Exit | Newmont Corp | $0 | – | -11,770 | – | -0.04% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -12,705 | – | -0.04% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -1,895 | – | -0.05% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -14,420 | – | -0.05% | – |
| VIV | Exit | Telefonica Brasil SA (ADR)adr | $0 | – | -123,150 | – | -0.06% | – |
| TM | Exit | Toyota Motor Corp. (ADR)adr | $0 | – | -7,730 | – | -0.06% | – |
| PWCDF | Exit | Power Corporation of Canda | $0 | – | -54,515 | – | -0.06% | – |
| Exit | Imperial Brands PLC | $0 | – | -62,190 | – | -0.06% | – | |
| Exit | Novartis AG | $0 | – | -13,380 | – | -0.07% | – | |
| Exit | Smiths Group PLC | $0 | – | -69,400 | – | -0.07% | – | |
| Exit | Samsung Electronics GDR | $0 | – | -970 | – | -0.07% | – | |
| Exit | Power Assets | $0 | – | -254,000 | – | -0.08% | – | |
| IBN | Exit | ICICI Bank Ltd. (ADR)adr | $0 | – | -140,800 | – | -0.08% | – |
| GSK | Exit | GlaxoSmithKline PLC (ADR)adr | $0 | – | -43,110 | – | -0.09% | – |
| Exit | Singapore Telecommunications L | $0 | – | -1,137,355 | – | -0.10% | – | |
| Exit | Britvic PLC | $0 | – | -167,900 | – | -0.10% | – | |
| Exit | Muenchener Ruechversicherungs | $0 | – | -9,545 | – | -0.14% | – | |
| Exit | KT&G Corp. | $0 | – | -36,850 | – | -0.15% | – | |
| LUKOY | Exit | Lukoil PJSC (ADR)adr | $0 | – | -47,320 | – | -0.16% | – |
| SBRCY | Exit | Sberbank of Russia PJSC (ADR)adr | $0 | – | -239,970 | – | -0.16% | – |
| BTI | Exit | British American Tobacco PLC (adr | $0 | – | -82,108 | – | -0.17% | – |
| GIS | Exit | General Mills Inc. | $0 | – | -48,885 | – | -0.18% | – |
| Exit | United Overseas Bank Ltd. | $0 | – | -219,220 | – | -0.18% | – | |
| CAG | Exit | ConAgra Brands Inc | $0 | – | -88,270 | – | -0.18% | – |
| Exit | Allianz SE | $0 | – | -16,595 | – | -0.18% | – | |
| Exit | KWG Group Holdings | $0 | – | -1,962,000 | – | -0.19% | – | |
| NILSY | Exit | MMC Norilsk Nickel PJSC (ADR)adr | $0 | – | -141,863 | – | -0.20% | – |
| DD | Exit | DuPont De Nemour | $0 | – | -62,590 | – | -0.20% | – |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -174,110 | – | -0.21% | – | |
| GLW | Exit | Corning Inc. | $0 | – | -116,405 | – | -0.22% | – |
| Exit | BAE Systems PLC | $0 | – | -611,157 | – | -0.22% | – | |
| Exit | OPAP SA | $0 | – | -402,788 | – | -0.22% | – | |
| Exit | GlaxoSmithKline PLC | $0 | – | -204,455 | – | -0.22% | – | |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -278,848 | – | -0.22% | – |
| Exit | BNP Paribas SA | $0 | – | -107,895 | – | -0.23% | – | |
| Exit | Zurich Insurance Group AG | $0 | – | -11,412 | – | -0.23% | – | |
| Exit | UPM-Kymmene Oyj | $0 | – | -130,745 | – | -0.23% | – | |
| TTE | Exit | Total SE (ADR)adr | $0 | – | -122,735 | – | -0.24% | – |
| QIWI | Exit | QIWI PLC (ADR)adr | $0 | – | -251,622 | – | -0.25% | – |
| Exit | Sonic Healthcare Ltd. | $0 | – | -185,270 | – | -0.26% | – | |
| ETN | Exit | Eaton Corp. PLC | $0 | – | -43,730 | – | -0.26% | – |
| Exit | Siemens AG | $0 | – | -35,450 | – | -0.26% | – | |
| PPL | Exit | PPL Corp. | $0 | – | -167,100 | – | -0.26% | – |
| Exit | Ascendas India Trust | $0 | – | -4,575,700 | – | -0.27% | – | |
| Exit | Roche Holding AG | $0 | – | -13,605 | – | -0.27% | – | |
| Exit | Globaltrans Investment PLC GDR | $0 | – | -763,500 | – | -0.27% | – | |
| Exit | Quanta Computer Inc. | $0 | – | -1,795,000 | – | -0.27% | – | |
| Exit | Samsung Electronics Co. Ltd. - | $0 | – | -115,200 | – | -0.29% | – | |
| Exit | Smurfit Kappa Group PLC | $0 | – | -127,415 | – | -0.29% | – | |
| ABB | Exit | ABB Ltd. (ADR)adr | $0 | – | -197,290 | – | -0.29% | – |
| Exit | Ascendas Real Estate Investmen | $0 | – | -2,183,914 | – | -0.30% | – | |
| Exit | Zijin Mining Group Co. Ltd. | $0 | – | -8,186,000 | – | -0.30% | – | |
| Exit | Nestle SA | $0 | – | -44,122 | – | -0.30% | – | |
| Exit | Sanofi | $0 | – | -53,610 | – | -0.31% | – | |
| Exit | Prologis Property Mexico | $0 | – | -3,137,681 | – | -0.35% | – | |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -106,600 | – | -0.37% | – |
| Exit | AIA Group Ltd | $0 | – | -753,400 | – | -0.43% | – | |
| TSM | Exit | Taiwan Semiconductor Manufactuadr | $0 | – | -168,640 | – | -0.79% | – |
| COP | Exit | ConocoPhillips | $0 | – | -422,514 | – | -0.80% | – |
| WBA | Exit | Walgreens Boots Alliance Inc. | $0 | – | -433,064 | – | -0.90% | – |
| TRV | Exit | The Travelers Companies Inc. | $0 | – | -172,847 | – | -1.08% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -134,970 | – | -1.16% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -583,110 | – | -1.16% | – |
| DEO | Exit | Diageo PLC (ADR)adr | $0 | – | -146,228 | – | -1.17% | – |
| C | Exit | Citigroup Inc. | $0 | – | -476,678 | – | -1.19% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -101,091 | – | -1.23% | – |
| UPS | Exit | United Parcel Service Inc. | $0 | – | -139,285 | – | -1.34% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -660,730 | – | -1.48% | – |
| TFC | Exit | Truist Financial Corp | $0 | – | -673,488 | – | -1.48% | – |
| GD | Exit | General Dynamics Corp. | $0 | – | -186,050 | – | -1.49% | – |
| AVGO | Exit | Broadcom Ltd. | $0 | – | -71,433 | – | -1.51% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -303,385 | – | -1.56% | – |
| DOW | Exit | Dow Inc | $0 | – | -629,906 | – | -1.72% | – |
| WELL | Exit | Welltower Inc. | $0 | – | -553,883 | – | -1.77% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -1,315,628 | – | -1.84% | – |
| PEAK | Exit | Healthpeak Properties Inc | $0 | – | -1,176,948 | – | -1.85% | – |
| MMM | Exit | 3M Co. | $0 | – | -206,605 | – | -1.92% | – |
| SIEGY | Exit | Siemens AG (ADR)adr | $0 | – | -530,315 | – | -2.14% | – |
| T | Exit | AT&T Inc. | $0 | – | -1,347,840 | – | -2.23% | – |
| LOW | Exit | Lowe's Cos. Inc. | $0 | – | -233,609 | – | -2.24% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -990,164 | – | -2.26% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -544,695 | – | -2.27% | – |
| CB | Exit | Chubb Ltd. | $0 | – | -341,031 | – | -2.29% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -383,715 | – | -2.31% | – |
| INTC | Exit | Intel Corp. | $0 | – | -784,342 | – | -2.35% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -1,032,763 | – | -2.44% | – |
| MS | Exit | Morgan Stanley | $0 | – | -882,705 | – | -2.47% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -1,167,095 | – | -2.48% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -297,657 | – | -2.55% | – |
| RTX | Exit | Raytheon Technologies Corp. | $0 | – | -783,298 | – | -2.61% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -555,179 | – | -2.67% | – |
| BCE | Exit | BCE Inc. | $0 | – | -1,139,215 | – | -2.74% | – |
| PM | Exit | Philip Morris International In | $0 | – | -652,055 | – | -2.83% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -183,895 | – | -2.96% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -537,471 | – | -2.96% | – |
| UN | Exit | Unilever NV (ADR)adr | $0 | – | -864,280 | – | -3.02% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -563,281 | – | -3.14% | – |
| NVS | Exit | Novartis AG (ADR)adr | $0 | – | -644,935 | – | -3.25% | – |
| TGT | Exit | Target Corp. | $0 | – | -372,250 | – | -3.39% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -401,920 | – | -3.47% | – |
Q3 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JNJ | Buy | Johnson & Johnson | $59,838,000 | +6.4% | 401,920 | +0.5% | 3.47% | +9.6% |
| TGT | Sell | Target Corp. | $58,600,000 | +21.5% | 372,250 | -7.5% | 3.39% | +25.1% |
| NVS | Sell | Novartis AG (ADR)adr | $56,084,000 | -1.0% | 644,935 | -0.6% | 3.25% | +1.9% |
| JPM | Sell | JP Morgan Chase & Co. | $54,227,000 | -9.2% | 563,281 | -11.3% | 3.14% | -6.5% |
| UN | Sell | Unilever NV (ADR)adr | $52,203,000 | +13.1% | 864,280 | -0.3% | 3.02% | +16.4% |
| GPC | Sell | Genuine Parts Co. | $51,151,000 | +7.9% | 537,471 | -1.4% | 2.96% | +11.1% |
| NEE | Sell | NextEra Energy Inc | $51,042,000 | +0.8% | 183,895 | -12.8% | 2.96% | +3.8% |
| PM | Sell | Philip Morris International In | $48,898,000 | -2.0% | 652,055 | -8.5% | 2.83% | +0.9% |
| BCE | Sell | BCE Inc. | $47,243,000 | -3.0% | 1,139,215 | -2.3% | 2.74% | -0.2% |
| MRK | Sell | Merck & Co. Inc. | $46,052,000 | +6.9% | 555,179 | -0.3% | 2.67% | +10.1% |
| RTX | Buy | Raytheon Technologies Corp. | $45,071,000 | -4.8% | 783,298 | +1.9% | 2.61% | -2.0% |
| PFE | Sell | Pfizer Inc. | $42,832,000 | -9.2% | 1,167,095 | -19.1% | 2.48% | -6.5% |
| MS | Sell | Morgan Stanley | $42,679,000 | -1.0% | 882,705 | -1.1% | 2.47% | +1.9% |
| JCI | Buy | Johnson Controls International | $42,188,000 | +187.6% | 1,032,763 | +140.4% | 2.44% | +196.2% |
| INTC | Sell | Intel Corp. | $40,613,000 | -28.9% | 784,342 | -17.8% | 2.35% | -26.8% |
| MDT | Buy | Medtronic PLC | $39,876,000 | +85.2% | 383,715 | +63.4% | 2.31% | +90.8% |
| CB | Sell | Chubb Ltd. | $39,601,000 | -13.9% | 341,031 | -6.1% | 2.29% | -11.3% |
| CVX | Buy | Chevron Corp. | $39,218,000 | -18.7% | 544,695 | +0.7% | 2.27% | -16.3% |
| CSCO | Sell | Cisco Systems Inc. | $39,003,000 | -25.7% | 990,164 | -12.1% | 2.26% | -23.5% |
| LOW | Sell | Lowe's Cos. Inc. | $38,746,000 | +20.8% | 233,609 | -1.6% | 2.24% | +24.4% |
| T | Sell | AT&T Inc. | $38,427,000 | -15.0% | 1,347,840 | -9.8% | 2.23% | -12.4% |
| SIEGY | Sell | Siemens AG (ADR)adr | $36,936,000 | -2.0% | 530,315 | -17.0% | 2.14% | +0.8% |
| MMM | Sell | 3M Co. | $33,094,000 | +2.7% | 206,605 | -0.0% | 1.92% | +5.7% |
| PEAK | Sell | Healthpeak Properties Inc | $31,954,000 | -2.7% | 1,176,948 | -1.2% | 1.85% | +0.2% |
| BAC | Buy | Bank of America Corp. | $31,693,000 | +163.0% | 1,315,628 | +159.3% | 1.84% | +170.8% |
| WELL | Sell | Welltower Inc. | $30,513,000 | -6.5% | 553,883 | -12.1% | 1.77% | -3.7% |
| DOW | Sell | Dow Inc | $29,637,000 | +0.9% | 629,906 | -12.6% | 1.72% | +3.9% |
| DUK | Buy | Duke Energy Corp. | $26,868,000 | +15.2% | 303,385 | +3.9% | 1.56% | +18.6% |
| AVGO | New | Broadcom Ltd. | $26,024,000 | – | 71,433 | – | 1.51% | – |
| GD | Buy | General Dynamics Corp. | $25,755,000 | +233.4% | 186,050 | +259.9% | 1.49% | +243.0% |
| TFC | Buy | Truist Financial Corp | $25,626,000 | +113.5% | 673,488 | +110.7% | 1.48% | +119.9% |
| MO | Sell | Altria Group Inc. | $25,531,000 | -2.1% | 660,730 | -0.6% | 1.48% | +0.8% |
| UPS | Buy | United Parcel Service Inc. | $23,209,000 | +638.9% | 139,285 | +393.0% | 1.34% | +659.3% |
| MSFT | Sell | Microsoft Corp. | $21,262,000 | -38.5% | 101,091 | -40.5% | 1.23% | -36.7% |
| C | Buy | Citigroup Inc. | $20,550,000 | +90.8% | 476,678 | +126.1% | 1.19% | +96.4% |
| DEO | Sell | Diageo PLC (ADR)adr | $20,130,000 | -29.8% | 146,228 | -31.5% | 1.17% | -27.7% |
| XOM | Buy | Exxon Mobil Corp. | $20,018,000 | +84.6% | 583,110 | +140.5% | 1.16% | +90.0% |
| LLY | Sell | Eli Lilly & Co. | $19,978,000 | -30.3% | 134,970 | -22.7% | 1.16% | -28.3% |
| WBA | Buy | Walgreens Boots Alliance Inc. | $15,556,000 | +49.3% | 433,064 | +76.2% | 0.90% | +53.8% |
| TSM | Sell | Taiwan Semiconductor Manufactuadr | $13,672,000 | +23.0% | 168,640 | -13.9% | 0.79% | +26.7% |
| Buy | AIA Group Ltd | $7,378,000 | +24.9% | 753,400 | +18.9% | 0.43% | +28.6% | |
| VZ | Sell | Verizon Communications Inc. | $6,342,000 | +5.7% | 106,600 | -2.0% | 0.37% | +8.9% |
| Sell | Prologis Property Mexico | $6,080,000 | +6.9% | 3,137,681 | -1.4% | 0.35% | +10.0% | |
| Sell | Sanofi | $5,363,000 | -6.7% | 53,610 | -5.0% | 0.31% | -3.7% | |
| Sell | Nestle SA | $5,238,000 | +3.0% | 44,122 | -4.1% | 0.30% | +5.9% | |
| Buy | Zijin Mining Group Co. Ltd. | $5,176,000 | +50.7% | 8,186,000 | +11.0% | 0.30% | +55.4% | |
| ABB | Buy | ABB Ltd. (ADR)adr | $5,021,000 | +34.5% | 197,290 | +19.2% | 0.29% | +38.6% |
| Buy | Samsung Electronics Co. Ltd. - | $4,990,000 | +17.1% | 115,200 | +4.7% | 0.29% | +20.4% | |
| New | Quanta Computer Inc. | $4,676,000 | – | 1,795,000 | – | 0.27% | – | |
| Sell | Roche Holding AG | $4,655,000 | -20.2% | 13,605 | -19.2% | 0.27% | -17.7% | |
| Sell | Globaltrans Investment PLC GDR | $4,657,000 | -6.6% | 763,500 | -17.5% | 0.27% | -3.6% | |
| Sell | Ascendas India Trust | $4,592,000 | -4.8% | 4,575,700 | -8.8% | 0.27% | -1.8% | |
| PPL | Buy | PPL Corp. | $4,547,000 | +20.5% | 167,100 | +14.4% | 0.26% | +24.1% |
| Buy | Siemens AG | $4,483,000 | +9.9% | 35,450 | +2.3% | 0.26% | +13.5% | |
| ETN | Sell | Eaton Corp. PLC | $4,462,000 | +7.6% | 43,730 | -7.8% | 0.26% | +10.7% |
| Sell | Sonic Healthcare Ltd. | $4,400,000 | -7.0% | 185,270 | -17.8% | 0.26% | -4.1% | |
| QIWI | Sell | QIWI PLC (ADR)adr | $4,366,000 | -19.5% | 251,622 | -19.6% | 0.25% | -17.0% |
| TTE | Buy | Total SE (ADR)adr | $4,210,000 | +6.7% | 122,735 | +19.6% | 0.24% | +9.9% |
| Buy | UPM-Kymmene Oyj | $3,984,000 | +38.2% | 130,745 | +31.1% | 0.23% | +42.6% | |
| Sell | Zurich Insurance Group AG | $3,973,000 | -10.9% | 11,412 | -9.8% | 0.23% | -8.4% | |
| Buy | BNP Paribas SA | $3,918,000 | +3.1% | 107,895 | +12.9% | 0.23% | +6.1% | |
| MFC | Buy | Manulife Financial Corp. | $3,879,000 | +12.4% | 278,848 | +10.1% | 0.22% | +16.0% |
| Sell | GlaxoSmithKline PLC | $3,831,000 | -25.8% | 204,455 | -19.7% | 0.22% | -23.4% | |
| Sell | OPAP SA | $3,825,000 | -18.9% | 402,788 | -19.0% | 0.22% | -16.2% | |
| Buy | BAE Systems PLC | $3,801,000 | +76.7% | 611,157 | +70.2% | 0.22% | +81.8% | |
| GLW | Sell | Corning Inc. | $3,773,000 | -20.3% | 116,405 | -36.3% | 0.22% | -17.7% |
| Sell | Nippon Telegraph & Telephone C | $3,549,000 | -38.2% | 174,110 | -29.3% | 0.21% | -36.2% | |
| DD | Sell | DuPont De Nemour | $3,472,000 | -7.6% | 62,590 | -11.5% | 0.20% | -4.7% |
| NILSY | Sell | MMC Norilsk Nickel PJSC (ADR)adr | $3,426,000 | -43.1% | 141,863 | -37.9% | 0.20% | -41.4% |
| New | KWG Group Holdings | $3,347,000 | – | 1,962,000 | – | 0.19% | – | |
| Sell | Allianz SE | $3,183,000 | -14.1% | 16,595 | -8.6% | 0.18% | -11.5% | |
| CAG | Sell | ConAgra Brands Inc | $3,152,000 | -2.3% | 88,270 | -3.8% | 0.18% | +1.1% |
| Sell | United Overseas Bank Ltd. | $3,056,000 | -37.1% | 219,220 | -34.5% | 0.18% | -35.2% | |
| GIS | Sell | General Mills Inc. | $3,015,000 | -4.5% | 48,885 | -4.5% | 0.18% | -1.7% |
| BTI | Sell | British American Tobacco PLC (adr | $2,968,000 | -18.1% | 82,108 | -12.1% | 0.17% | -15.7% |
| SBRCY | Sell | Sberbank of Russia PJSC (ADR)adr | $2,800,000 | +2.2% | 239,970 | -0.7% | 0.16% | +5.2% |
| LUKOY | Sell | Lukoil PJSC (ADR)adr | $2,717,000 | -50.8% | 47,320 | -36.4% | 0.16% | -49.5% |
| Sell | KT&G Corp. | $2,604,000 | -35.9% | 36,850 | -40.9% | 0.15% | -34.1% | |
| Sell | Muenchener Ruechversicherungs | $2,424,000 | -24.0% | 9,545 | -22.2% | 0.14% | -21.8% | |
| Sell | Britvic PLC | $1,779,000 | -8.1% | 167,900 | -17.2% | 0.10% | -5.5% | |
| Sell | Singapore Telecommunications L | $1,766,000 | -68.2% | 1,137,355 | -63.8% | 0.10% | -67.3% | |
| GSK | Buy | GlaxoSmithKline PLC (ADR)adr | $1,623,000 | +97.9% | 43,110 | +114.4% | 0.09% | +104.3% |
| IBN | Sell | ICICI Bank Ltd. (ADR)adr | $1,384,000 | -68.1% | 140,800 | -69.8% | 0.08% | -67.2% |
| Sell | Power Assets | $1,331,000 | -66.8% | 254,000 | -65.5% | 0.08% | -65.8% | |
| Sell | Samsung Electronics GDR | $1,229,000 | +8.2% | 970 | -5.8% | 0.07% | +10.9% | |
| Buy | Smiths Group PLC | $1,231,000 | +228.3% | 69,400 | +223.5% | 0.07% | +238.1% | |
| Sell | Imperial Brands PLC | $1,097,000 | -19.2% | 62,190 | -12.7% | 0.06% | -15.8% | |
| VIV | Sell | Telefonica Brasil SA (ADR)adr | $945,000 | -51.2% | 123,150 | -43.6% | 0.06% | -49.5% |
| ARW | New | Arrow Electronics Inc. | $637,000 | – | 8,100 | – | 0.04% | – |
| CMCSA | New | Comcast Corp. (Cl A) | $620,000 | – | 13,400 | – | 0.04% | – |
| RIO | New | Rio Tinto PLC (ADR)adr | $599,000 | – | 9,925 | – | 0.04% | – |
| LVS | Sell | Las Vegas Sands Corp. | $548,000 | -44.1% | 11,755 | -45.4% | 0.03% | -41.8% |
| New | Danone S.A. | $314,000 | – | 4,855 | – | 0.02% | – | |
| New | Deutsche Post AG | $261,000 | – | 5,720 | – | 0.02% | – | |
| BAP | Sell | Credicorp Ltd. | $264,000 | -92.9% | 2,130 | -92.4% | 0.02% | -92.9% |
| GWB | Buy | Great Western Bancorp Inc. | $216,000 | +7.5% | 17,370 | +19.0% | 0.01% | +18.2% |
| HST | New | Host Hotels & Resorts Inc. | $169,000 | – | 15,695 | – | 0.01% | – |
| BGSF | New | BG Staffing Inc. | $153,000 | – | 18,084 | – | 0.01% | – |
| FHN | New | First Horizon National Corp. | $132,000 | – | 14,046 | – | 0.01% | – |
| Sell | PT Bank Rakyat Indonesia | $130,000 | -84.3% | 634,000 | -83.9% | 0.01% | -83.0% | |
| SCS | Buy | Steelcase Inc | $124,000 | -8.1% | 12,299 | +9.9% | 0.01% | -12.5% |
| ASX | Buy | ASE Technology Holding Co. Ltdadr | $99,000 | +59.7% | 24,360 | +79.2% | 0.01% | +100.0% |
| PBT | Exit | Permian Basin Royalty Trust | $0 | – | -12,380 | – | -0.00% | – |
| Exit | Orkla ASA | $0 | – | -12,155 | – | -0.01% | – | |
| MCFT | Exit | MasterCraft Boat Holdings Inc. | $0 | – | -13,475 | – | -0.01% | – |
| IYZ | Exit | iShares US Telecommunications | $0 | – | -20,200 | – | -0.03% | – |
| XLK | Exit | Technology Select Sector SPDR | $0 | – | -5,550 | – | -0.03% | – |
| CVS | Exit | CVS Healthcare Corp | $0 | – | -255,460 | – | -0.93% | – |
| PNC | Exit | The PNC Financial Services Gro | $0 | – | -175,000 | – | -1.04% | – |
| XLE | Exit | Energy Select Sector SPDR Fund | $0 | – | -496,000 | – | -1.06% | – |
| XLI | Exit | Industrial Select Sector SPDR | $0 | – | -640,000 | – | -2.47% | – |
| XLF | Exit | Financial Select Sector SPDR F | $0 | – | -1,917,000 | – | -2.50% | – |
Q2 2020
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JPM | New | JP Morgan Chase & Co. | $59,729,000 | – | 635,006 | – | 3.36% | – |
| INTC | New | Intel Corp. | $57,085,000 | – | 954,125 | – | 3.21% | – |
| NVS | New | Novartis AG (ADR) | $56,649,000 | – | 648,600 | – | 3.19% | – |
| JNJ | New | Johnson & Johnson | $56,236,000 | – | 399,885 | – | 3.16% | – |
| CSCO | New | Cisco Systems Inc. | $52,527,000 | – | 1,126,225 | – | 2.95% | – |
| NEE | New | NextEra Energy Inc | $50,653,000 | – | 210,903 | – | 2.85% | – |
| PM | New | Philip Morris International In | $49,903,000 | – | 712,290 | – | 2.81% | – |
| BCE | New | BCE Inc. | $48,724,000 | – | 1,166,480 | – | 2.74% | – |
| CVX | New | Chevron Corp. | $48,253,000 | – | 540,770 | – | 2.71% | – |
| TGT | New | Target Corp. | $48,240,000 | – | 402,235 | – | 2.71% | – |
| GPC | New | Genuine Parts Co. | $47,402,000 | – | 545,097 | – | 2.67% | – |
| RTX | New | Raytheon Technologies Corp. | $47,344,000 | – | 768,324 | – | 2.66% | – |
| PFE | New | Pfizer Inc. | $47,165,000 | – | 1,442,348 | – | 2.65% | – |
| UN | New | Unilever NV (ADR) | $46,176,000 | – | 866,836 | – | 2.60% | – |
| CB | New | Chubb Ltd. | $45,997,000 | – | 363,266 | – | 2.59% | – |
| T | New | AT&T Inc. | $45,188,000 | – | 1,494,790 | – | 2.54% | – |
| XLF | New | Financial Select Sector SPDR F | $44,359,000 | – | 1,917,000 | – | 2.50% | – |
| XLI | New | Industrial Select Sector SPDR | $43,968,000 | – | 640,000 | – | 2.47% | – |
| MS | New | Morgan Stanley | $43,127,000 | – | 892,895 | – | 2.43% | – |
| MRK | New | Merck & Co. Inc. | $43,063,000 | – | 556,869 | – | 2.42% | – |
| KMB | New | Kimberly-Clark Corp. | $42,074,000 | – | 297,657 | – | 2.37% | – |
| SIEGY | New | Siemens AG (ADR) | $37,707,000 | – | 639,218 | – | 2.12% | – |
| MSFT | New | Microsoft Corp. | $34,579,000 | – | 169,915 | – | 1.94% | – |
| PEAK | New | Healthpeak Properties Inc | $32,838,000 | – | 1,191,498 | – | 1.85% | – |
| WELL | New | Welltower Inc. | $32,625,000 | – | 630,438 | – | 1.84% | – |
| MMM | New | 3M Co. | $32,234,000 | – | 206,640 | – | 1.81% | – |
| LOW | New | Lowe's Cos. Inc. | $32,074,000 | – | 237,377 | – | 1.80% | – |
| DOW | New | Dow Inc | $29,362,000 | – | 720,351 | – | 1.65% | – |
| DEO | New | Diageo PLC (ADR) | $28,679,000 | – | 213,400 | – | 1.61% | – |
| LLY | New | Eli Lilly & Co. | $28,675,000 | – | 174,655 | – | 1.61% | – |
| MO | New | Altria Group Inc. | $26,086,000 | – | 664,600 | – | 1.47% | – |
| DUK | New | Duke Energy Corp. | $23,322,000 | – | 291,925 | – | 1.31% | – |
| MDT | New | Medtronic PLC | $21,531,000 | – | 234,798 | – | 1.21% | – |
| TRV | New | The Travelers Companies Inc. | $19,713,000 | – | 172,847 | – | 1.11% | – |
| XLE | New | Energy Select Sector SPDR Fund | $18,774,000 | – | 496,000 | – | 1.06% | – |
| PNC | New | The PNC Financial Services Gro | $18,412,000 | – | 175,000 | – | 1.04% | – |
| COP | New | ConocoPhillips | $17,754,000 | – | 422,514 | – | 1.00% | – |
| CVS | New | CVS Healthcare Corp | $16,597,000 | – | 255,460 | – | 0.93% | – |
| JCI | New | Johnson Controls International | $14,668,000 | – | 429,653 | – | 0.82% | – |
| BAC | New | Bank of America Corp. | $12,050,000 | – | 507,358 | – | 0.68% | – |
| TFC | New | Truist Financial Corp | $12,004,000 | – | 319,693 | – | 0.68% | – |
| TSM | New | Taiwan Semiconductor Manufactu | $11,119,000 | – | 195,855 | – | 0.62% | – |
| XOM | New | Exxon Mobil Corp. | $10,842,000 | – | 242,445 | – | 0.61% | – |
| C | New | Citigroup Inc. | $10,772,000 | – | 210,798 | – | 0.61% | – |
| WBA | New | Walgreens Boots Alliance Inc. | $10,418,000 | – | 245,765 | – | 0.59% | – |
| GD | New | General Dynamics Corp. | $7,726,000 | – | 51,690 | – | 0.44% | – |
| NILSY | New | MMC Norilsk Nickel PJSC (ADR) | $6,016,000 | – | 228,470 | – | 0.34% | – |
| VZ | New | Verizon Communications Inc. | $5,998,000 | – | 108,800 | – | 0.34% | – |
| New | AIA Group Ltd | $5,909,000 | – | 633,400 | – | 0.33% | – | |
| New | Roche Holding AG | $5,836,000 | – | 16,840 | – | 0.33% | – | |
| New | Sanofi | $5,746,000 | – | 56,425 | – | 0.32% | – | |
| New | Nippon Telegraph & Telephone C | $5,740,000 | – | 246,390 | – | 0.32% | – | |
| New | Prologis Property Mexico | $5,689,000 | – | 3,181,684 | – | 0.32% | – | |
| New | Singapore Telecommunications L | $5,553,000 | – | 3,145,355 | – | 0.31% | – | |
| LUKOY | New | Lukoil PJSC (ADR) | $5,522,000 | – | 74,395 | – | 0.31% | – |
| QIWI | New | QIWI PLC (ADR) | $5,423,000 | – | 313,122 | – | 0.30% | – |
| New | GlaxoSmithKline PLC | $5,161,000 | – | 254,505 | – | 0.29% | – | |
| New | Nestle SA | $5,087,000 | – | 46,020 | – | 0.29% | – | |
| New | Globaltrans Investment PLC GDR | $4,985,000 | – | 924,930 | – | 0.28% | – | |
| New | Ascendas Real Estate Investmen | $4,968,000 | – | 2,183,914 | – | 0.28% | – | |
| New | United Overseas Bank Ltd. | $4,860,000 | – | 334,780 | – | 0.27% | – | |
| New | Ascendas India Trust | $4,823,000 | – | 5,015,700 | – | 0.27% | – | |
| GLW | New | Corning Inc. | $4,734,000 | – | 182,775 | – | 0.27% | – |
| New | Sonic Healthcare Ltd. | $4,733,000 | – | 225,420 | – | 0.27% | – | |
| New | OPAP SA | $4,718,000 | – | 497,288 | – | 0.26% | – | |
| New | Zurich Insurance Group AG | $4,460,000 | – | 12,645 | – | 0.25% | – | |
| IBN | New | ICICI Bank Ltd. (ADR) | $4,335,000 | – | 466,586 | – | 0.24% | – |
| New | Smurfit Kappa Group PLC | $4,260,000 | – | 127,415 | – | 0.24% | – | |
| New | Samsung Electronics Co. Ltd. - | $4,262,000 | – | 110,000 | – | 0.24% | – | |
| ETN | New | Eaton Corp. PLC | $4,148,000 | – | 47,420 | – | 0.23% | – |
| New | Siemens AG | $4,079,000 | – | 34,665 | – | 0.23% | – | |
| New | KT&G Corp. | $4,063,000 | – | 62,350 | – | 0.23% | – | |
| New | Power Assets | $4,008,000 | – | 737,000 | – | 0.22% | – | |
| TTE | New | Total SE (ADR) | $3,947,000 | – | 102,615 | – | 0.22% | – |
| New | BNP Paribas SA | $3,799,000 | – | 95,605 | – | 0.21% | – | |
| PPL | New | PPL Corp. | $3,775,000 | – | 146,085 | – | 0.21% | – |
| DD | New | DuPont De Nemour | $3,757,000 | – | 70,710 | – | 0.21% | – |
| BAP | New | Credicorp Ltd. | $3,739,000 | – | 27,970 | – | 0.21% | – |
| ABB | New | ABB Ltd. (ADR) | $3,734,000 | – | 165,520 | – | 0.21% | – |
| New | Allianz SE | $3,706,000 | – | 18,150 | – | 0.21% | – | |
| BTI | New | British American Tobacco PLC ( | $3,625,000 | – | 93,380 | – | 0.20% | – |
| MFC | New | Manulife Financial Corp. | $3,450,000 | – | 253,288 | – | 0.19% | – |
| New | Zijin Mining Group Co. Ltd. | $3,434,000 | – | 7,372,000 | – | 0.19% | – | |
| CAG | New | ConAgra Brands Inc | $3,226,000 | – | 91,735 | – | 0.18% | – |
| New | Muenchener Ruechversicherungs | $3,188,000 | – | 12,265 | – | 0.18% | – | |
| GIS | New | General Mills Inc. | $3,157,000 | – | 51,205 | – | 0.18% | – |
| UPS | New | United Parcel Service Inc. | $3,141,000 | – | 28,255 | – | 0.18% | – |
| New | UPM-Kymmene Oyj | $2,882,000 | – | 99,745 | – | 0.16% | – | |
| SBRCY | New | Sberbank of Russia PJSC (ADR) | $2,740,000 | – | 241,630 | – | 0.15% | – |
| New | BAE Systems PLC | $2,151,000 | – | 359,095 | – | 0.12% | – | |
| VIV | New | Telefonica Brasil SA (ADR) | $1,935,000 | – | 218,400 | – | 0.11% | – |
| New | Britvic PLC | $1,936,000 | – | 202,900 | – | 0.11% | – | |
| New | Imperial Brands PLC | $1,357,000 | – | 71,210 | – | 0.08% | – | |
| New | Novartis AG | $1,164,000 | – | 13,380 | – | 0.06% | – | |
| New | Samsung Electronics GDR | $1,136,000 | – | 1,030 | – | 0.06% | – | |
| LVS | New | Las Vegas Sands Corp. | $980,000 | – | 21,510 | – | 0.06% | – |
| TM | New | Toyota Motor Corp. (ADR) | $971,000 | – | 7,730 | – | 0.06% | – |
| PWCDF | New | Power Corporation of Canda | $959,000 | – | 54,515 | – | 0.05% | – |
| BMY | New | Bristol-Myers Squibb Co. | $848,000 | – | 14,420 | – | 0.05% | – |
| New | PT Bank Rakyat Indonesia | $827,000 | – | 3,946,000 | – | 0.05% | – | |
| GSK | New | GlaxoSmithKline PLC (ADR) | $820,000 | – | 20,110 | – | 0.05% | – |
| NEM | New | Newmont Corp | $727,000 | – | 11,770 | – | 0.04% | – |
| ORCL | New | Oracle Corp. | $702,000 | – | 12,705 | – | 0.04% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $687,000 | – | 1,895 | – | 0.04% | – |
| ALL | New | The Allstate Corp. | $674,000 | – | 6,950 | – | 0.04% | – |
| SKM | New | SK Telecom Co Ltd (ADR) | $629,000 | – | 32,555 | – | 0.04% | – |
| DIS | New | The Walt Disney Co. | $629,000 | – | 5,645 | – | 0.04% | – |
| XLK | New | Technology Select Sector SPDR | $580,000 | – | 5,550 | – | 0.03% | – |
| IYZ | New | iShares US Telecommunications | $557,000 | – | 20,200 | – | 0.03% | – |
| BA | New | BOEING CO/THE | $509,000 | – | 2,775 | – | 0.03% | – |
| MDLZ | New | Mondelez International Inc. | $506,000 | – | 9,890 | – | 0.03% | – |
| New | Smiths Group PLC | $375,000 | – | 21,450 | – | 0.02% | – | |
| BWA | New | BorgWarner Inc. | $244,000 | – | 6,905 | – | 0.01% | – |
| MCFT | New | MasterCraft Boat Holdings Inc. | $257,000 | – | 13,475 | – | 0.01% | – |
| GWB | New | Great Western Bancorp Inc. | $201,000 | – | 14,595 | – | 0.01% | – |
| CMTL | New | Comtech Telecommunications Cor | $184,000 | – | 10,875 | – | 0.01% | – |
| MEC | New | Mayville Engineering Co Inc | $168,000 | – | 21,232 | – | 0.01% | – |
| SCS | New | Steelcase Inc | $135,000 | – | 11,195 | – | 0.01% | – |
| New | Orkla ASA | $106,000 | – | 12,155 | – | 0.01% | – | |
| ASX | New | ASE Technology Holding Co. Ltd | $62,000 | – | 13,590 | – | 0.00% | – |
| PBT | New | Permian Basin Royalty Trust | $41,000 | – | 12,380 | – | 0.00% | – |
Q4 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Value Partners Group Ltd. | $0 | – | -60,000 | – | -0.00% | – | |
| Exit | Orkla-Borregaard AS | $0 | – | -12,155 | – | -0.00% | – | |
| ASX | Exit | ASE Technology Holding Co. Ltdadr | $0 | – | -20,785 | – | -0.00% | – |
| PBT | Exit | Permian Basin Royalty Trust | $0 | – | -22,415 | – | -0.01% | – |
| UCFC | Exit | United Community Financial Cor | $0 | – | -14,280 | – | -0.01% | – |
| TMHC | Exit | Taylor Morrison Corp. | $0 | – | -7,735 | – | -0.01% | – |
| Exit | Singapore Telecommunications L | $0 | – | -90,300 | – | -0.01% | – | |
| UFS | Exit | Domtar Corp. | $0 | – | -5,620 | – | -0.01% | – |
| SYKE | Exit | Sykes Enterprises Inc. | $0 | – | -7,600 | – | -0.01% | – |
| HUN | Exit | Huntsman Corp. | $0 | – | -9,500 | – | -0.01% | – |
| UIHC | Exit | United Insurance Holdings Corp | $0 | – | -16,670 | – | -0.01% | – |
| MKSI | Exit | MKS Instruments Inc. | $0 | – | -2,460 | – | -0.01% | – |
| PWR | Exit | Quanta Services Inc. | $0 | – | -5,755 | – | -0.01% | – |
| DVN | Exit | Devon Energy Corp. | $0 | – | -9,875 | – | -0.01% | – |
| Exit | Danone S.A. | $0 | – | -3,025 | – | -0.01% | – | |
| HAL | Exit | Halliburton Co. | $0 | – | -16,050 | – | -0.01% | – |
| TM | Exit | Toyota Motor Corp. (ADR)adr | $0 | – | -2,325 | – | -0.01% | – |
| SKM | Exit | SK Telecom Company Ltd. (ADR)adr | $0 | – | -15,985 | – | -0.01% | – |
| BWA | Exit | BorgWarner Inc. | $0 | – | -9,500 | – | -0.01% | – |
| CVS | Exit | CVS Healthcare Corp | $0 | – | -6,074 | – | -0.02% | – |
| PWCDF | Exit | Power Corporation of Canda | $0 | – | -16,505 | – | -0.02% | – |
| Exit | ABB Ltd. | $0 | – | -22,435 | – | -0.02% | – | |
| VET | Exit | Vermilion Energy Inc. | $0 | – | -26,375 | – | -0.02% | – |
| Exit | Samsung Electronics GDR | $0 | – | -500 | – | -0.02% | – | |
| Exit | Novartis AG | $0 | – | -6,025 | – | -0.02% | – | |
| MET | Exit | MetLife Inc. | $0 | – | -13,480 | – | -0.03% | – |
| Exit | Honda Motor Co. Ltd. | $0 | – | -26,580 | – | -0.03% | – | |
| Exit | BOC Hong Kong Holdings Ltd. | $0 | – | -216,415 | – | -0.03% | – | |
| NEM | Exit | Newmont Goldcorp Corp | $0 | – | -23,200 | – | -0.04% | – |
| ARW | Exit | Arrow Electronics Inc. | $0 | – | -11,600 | – | -0.04% | – |
| CMCSA | Exit | Comcast Corp. (Cl A) | $0 | – | -19,135 | – | -0.04% | – |
| DIS | Exit | The Walt Disney Co. | $0 | – | -6,900 | – | -0.04% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -3,205 | – | -0.04% | – |
| ALL | Exit | The Allstate Corp. | $0 | – | -8,600 | – | -0.04% | – |
| BTI | Exit | British American Tobacco PLC (adr | $0 | – | -26,400 | – | -0.04% | – |
| MS | Exit | Morgan Stanley | $0 | – | -24,300 | – | -0.04% | – |
| MDLZ | Exit | Mondelez International Inc. | $0 | – | -19,400 | – | -0.04% | – |
| Exit | HSBC Holdings PLC | $0 | – | -137,700 | – | -0.04% | – | |
| ORCL | Exit | Oracle Corp. | $0 | – | -20,200 | – | -0.04% | – |
| GSK | Exit | GlaxoSmithKline PLC (ADR)adr | $0 | – | -26,405 | – | -0.04% | – |
| C | Exit | Citigroup Inc. | $0 | – | -17,100 | – | -0.05% | – |
| BMY | Exit | Bristol-Myers Squibb Co. | $0 | – | -24,330 | – | -0.05% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -11,710 | – | -0.05% | – |
| BBT | Exit | BB&T Corp. | $0 | – | -28,645 | – | -0.06% | – |
| Exit | Smiths Group PLC | $0 | – | -90,650 | – | -0.07% | – | |
| Exit | Imperial Brands PLC | $0 | – | -85,005 | – | -0.08% | – | |
| Exit | BAE Systems PLC | $0 | – | -334,550 | – | -0.09% | – | |
| AZN | Exit | AstraZeneca PLC (ADR)adr | $0 | – | -54,730 | – | -0.10% | – |
| Exit | Siemens AG | $0 | – | -25,125 | – | -0.11% | – | |
| TTE | Exit | Total SA (ADR)adr | $0 | – | -57,110 | – | -0.12% | – |
| Exit | Sanofi | $0 | – | -33,565 | – | -0.12% | – | |
| PPL | Exit | PPL Corp. | $0 | – | -111,120 | – | -0.14% | – |
| Exit | KT&G Corp. | $0 | – | -41,350 | – | -0.15% | – | |
| DUK | Exit | Duke Energy Corp. | $0 | – | -40,710 | – | -0.16% | – |
| Exit | BNP Paribas | $0 | – | -82,345 | – | -0.16% | – | |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -87,900 | – | -0.17% | – | |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -231,600 | – | -0.17% | – |
| Exit | Royal Dutch Shell Class B | $0 | – | -149,500 | – | -0.18% | – | |
| Exit | CLSA - Power Grid Corp Exp 11/adr | $0 | – | -1,577,218 | – | -0.18% | – | |
| Exit | Smurfit Kappa Group PLC | $0 | – | -150,640 | – | -0.18% | – | |
| Exit | United Overseas Bank Ltd. | $0 | – | -242,860 | – | -0.18% | – | |
| Exit | Indo Tambangraya Megah PT | $0 | – | -5,162,400 | – | -0.18% | – | |
| Exit | Engie | $0 | – | -289,985 | – | -0.19% | – | |
| ABB | Exit | ABB Ltd. (ADR)adr | $0 | – | -243,085 | – | -0.19% | – |
| Exit | Muenchener Ruechversicherungs | $0 | – | -18,500 | – | -0.19% | – | |
| Exit | Sonic Healthcare Ltd. | $0 | – | -254,100 | – | -0.19% | – | |
| ETN | Exit | Eaton Corp. PLC | $0 | – | -58,460 | – | -0.20% | – |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -80,935 | – | -0.20% | – |
| Exit | GlaxoSmithKline PLC | $0 | – | -228,370 | – | -0.20% | – | |
| Exit | Ascendas Real Estate Investmen | $0 | – | -2,183,900 | – | -0.20% | – | |
| Exit | UPM-Kymmene Oyj | $0 | – | -168,245 | – | -0.20% | – | |
| Exit | Nestle S.A. | $0 | – | -46,405 | – | -0.20% | – | |
| ADM | Exit | Archer-Daniels-Midland Co. | $0 | – | -123,438 | – | -0.20% | – |
| Exit | Ascendas India Trust | $0 | – | -4,525,700 | – | -0.20% | – | |
| Exit | Allianz SE | $0 | – | -22,010 | – | -0.21% | – | |
| Exit | Roche Holding AG | $0 | – | -17,830 | – | -0.21% | – | |
| Exit | Zurich Insurance Group AG | $0 | – | -13,590 | – | -0.21% | – | |
| Exit | PT Bank Rakyat Indonesia | $0 | – | -19,263,000 | – | -0.22% | – | |
| VIV | Exit | Telefonica Brasil SA (ADR)adr | $0 | – | -453,735 | – | -0.24% | – |
| Exit | Tupra-Turkiye Petrol Rafine | $0 | – | -250,015 | – | -0.26% | – | |
| Exit | Globaltrans Investment PLC | $0 | – | -1,077,206 | – | -0.37% | – | |
| ABEV | Exit | Ambev SA (ADR)adr | $0 | – | -2,010,890 | – | -0.37% | – |
| CPA | Exit | Copa Holdings S.A. | $0 | – | -94,780 | – | -0.38% | – |
| Exit | AIA Group Ltd | $0 | – | -998,200 | – | -0.38% | – | |
| SBRCY | Exit | Sberbank of Russia PJSC (ADR)adr | $0 | – | -713,870 | – | -0.40% | – |
| Exit | OPAP SA | $0 | – | -989,043 | – | -0.41% | – | |
| LUKOY | Exit | Lukoil PJSC (ADR)adr | $0 | – | -136,840 | – | -0.45% | – |
| IBN | Exit | ICICI Bank Ltd. (ADR)adr | $0 | – | -953,715 | – | -0.47% | – |
| TSM | Exit | Taiwan Semiconductor Manufactuadr | $0 | – | -290,150 | – | -0.54% | – |
| NILSY | Exit | MMC Norilsk Nickel PJSC (ADR)adr | $0 | – | -676,065 | – | -0.69% | – |
| HSBC | Exit | HSBC Holdings PLC (ADR)adr | $0 | – | -694,650 | – | -1.07% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -670,640 | – | -1.10% | – |
| DOW | Exit | Dow Inc | $0 | – | -610,367 | – | -1.17% | – |
| DD | Exit | DuPont De Nemour | $0 | – | -422,625 | – | -1.21% | – |
| BA | Exit | BOEING CO/THE | $0 | – | -80,650 | – | -1.23% | – |
| PEAK | Exit | Healthpeak Properties Inc | $0 | – | -1,157,985 | – | -1.66% | – |
| WBA | Exit | Walgreens Boots Alliance Inc. | $0 | – | -746,010 | – | -1.66% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -321,250 | – | -1.79% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -403,310 | – | -1.81% | – |
| TGT | Exit | Target Corp. | $0 | – | -431,240 | – | -1.85% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -662,690 | – | -1.88% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -1,065,865 | – | -1.88% | – |
| BAC | Exit | Bank of America Corp. | $0 | – | -1,615,680 | – | -1.89% | – |
| RDSB | Exit | Royal Dutch Shell PLC (ADR) Cladr | $0 | – | -798,925 | – | -1.92% | – |
| MMM | Exit | 3M Co. | $0 | – | -297,230 | – | -1.96% | – |
| SIEGY | Exit | Siemens AG (ADR)adr | $0 | – | -953,900 | – | -2.05% | – |
| PM | Exit | Philip Morris International In | $0 | – | -691,175 | – | -2.11% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -1,073,815 | – | -2.17% | – |
| INTC | Exit | Intel Corp. | $0 | – | -1,065,490 | – | -2.20% | – |
| BCE | Exit | BCE Inc. | $0 | – | -1,161,950 | – | -2.26% | – |
| DEO | Exit | Diageo PLC (ADR)adr | $0 | – | -346,075 | – | -2.27% | – |
| GLW | Exit | Corning Inc. | $0 | – | -2,021,490 | – | -2.31% | – |
| TRV | Exit | The Travelers Companies Inc. | $0 | – | -394,080 | – | -2.35% | – |
| CB | Exit | Chubb Ltd. | $0 | – | -363,636 | – | -2.36% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -1,675,658 | – | -2.42% | – |
| COP | Exit | ConocoPhillips | $0 | – | -1,078,400 | – | -2.47% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -442,255 | – | -2.52% | – |
| RTN | Exit | Raytheon Co. | $0 | – | -330,600 | – | -2.60% | – |
| UN | Exit | Unilever NV (ADR)adr | $0 | – | -1,088,880 | – | -2.62% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -554,675 | – | -2.64% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -1,349,080 | – | -2.68% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -519,600 | – | -2.70% | – |
| T | Exit | AT&T Inc. | $0 | – | -1,804,290 | – | -2.74% | – |
| WELL | Exit | Welltower Inc. | $0 | – | -781,030 | – | -2.84% | – |
| STI | Exit | SunTrust Banks Inc. | $0 | – | -1,039,920 | – | -2.87% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -729,915 | – | -2.92% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -313,010 | – | -2.93% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -881,710 | – | -2.98% | – |
| NVS | Exit | Novartis AG (ADR)adr | $0 | – | -861,626 | – | -3.00% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -672,135 | – | -3.18% | – |
Q3 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JPM | Buy | JP Morgan Chase & Co. | $79,104,000 | +7.1% | 672,135 | +1.7% | 3.18% | +10.1% |
| NVS | Sell | Novartis AG (ADR)adr | $74,875,000 | -5.4% | 861,626 | -0.6% | 3.00% | -2.7% |
| MRK | Sell | Merck & Co. Inc. | $74,222,000 | -6.8% | 881,710 | -7.2% | 2.98% | -4.2% |
| NEE | Sell | NextEra Energy Inc | $72,928,000 | -7.7% | 313,010 | -18.9% | 2.93% | -5.1% |
| GPC | Buy | Genuine Parts Co. | $72,692,000 | -3.7% | 729,915 | +0.2% | 2.92% | -1.0% |
| STI | Sell | SunTrust Banks Inc. | $71,546,000 | +5.6% | 1,039,920 | -3.6% | 2.87% | +8.5% |
| WELL | Sell | Welltower Inc. | $70,800,000 | -5.9% | 781,030 | -15.3% | 2.84% | -3.2% |
| T | Sell | AT&T Inc. | $68,274,000 | +11.9% | 1,804,290 | -0.9% | 2.74% | +15.0% |
| JNJ | Buy | Johnson & Johnson | $67,226,000 | -6.8% | 519,600 | +0.3% | 2.70% | -4.2% |
| CSCO | Buy | Cisco Systems Inc. | $66,658,000 | -8.8% | 1,349,080 | +1.0% | 2.68% | -6.2% |
| CVX | Buy | Chevron Corp. | $65,784,000 | -3.1% | 554,675 | +1.7% | 2.64% | -0.4% |
| UN | Buy | Unilever NV (ADR)adr | $65,365,000 | -0.9% | 1,088,880 | +0.3% | 2.62% | +1.9% |
| RTN | Sell | Raytheon Co. | $64,860,000 | +6.2% | 330,600 | -5.8% | 2.60% | +9.2% |
| KMB | Sell | Kimberly-Clark Corp. | $62,822,000 | +6.5% | 442,255 | -0.1% | 2.52% | +9.5% |
| COP | Buy | ConocoPhillips | $61,447,000 | +4.2% | 1,078,400 | +11.6% | 2.47% | +7.2% |
| PFE | Buy | Pfizer Inc. | $60,206,000 | -14.9% | 1,675,658 | +2.6% | 2.42% | -12.6% |
| CB | Sell | Chubb Ltd. | $58,705,000 | -18.9% | 363,636 | -26.0% | 2.36% | -16.7% |
| TRV | Sell | The Travelers Companies Inc. | $58,596,000 | -7.0% | 394,080 | -6.5% | 2.35% | -4.4% |
| GLW | Buy | Corning Inc. | $57,653,000 | -13.9% | 2,021,490 | +0.3% | 2.31% | -11.4% |
| BCE | Buy | BCE Inc. | $56,250,000 | +9.4% | 1,161,950 | +2.8% | 2.26% | +12.6% |
| INTC | Buy | Intel Corp. | $54,905,000 | +33.4% | 1,065,490 | +23.9% | 2.20% | +37.1% |
| WFC | Buy | Wells Fargo & Co. | $54,163,000 | +192.8% | 1,073,815 | +174.7% | 2.17% | +201.1% |
| PM | Buy | Philip Morris International In | $52,481,000 | +14.2% | 691,175 | +18.1% | 2.11% | +17.4% |
| RDSB | Sell | Royal Dutch Shell PLC (ADR) Cladr | $47,856,000 | -18.3% | 798,925 | -10.3% | 1.92% | -16.0% |
| BAC | Buy | Bank of America Corp. | $47,129,000 | +152.2% | 1,615,680 | +150.7% | 1.89% | +159.2% |
| XOM | Buy | Exxon Mobil Corp. | $46,793,000 | +158.7% | 662,690 | +180.7% | 1.88% | +166.0% |
| JCI | Buy | Johnson Controls International | $46,781,000 | +6.6% | 1,065,865 | +0.4% | 1.88% | +9.6% |
| TGT | Buy | Target Corp. | $46,104,000 | +45.4% | 431,240 | +17.8% | 1.85% | +49.4% |
| MSFT | Sell | Microsoft Corp. | $44,663,000 | -36.5% | 321,250 | -38.8% | 1.79% | -34.7% |
| WBA | Buy | Walgreens Boots Alliance Inc. | $41,262,000 | +208.7% | 746,010 | +205.2% | 1.66% | +217.2% |
| PEAK | New | Healthpeak Properties Inc | $41,259,000 | – | 1,157,985 | – | 1.66% | – |
| DD | Sell | DuPont De Nemour | $30,137,000 | -5.0% | 422,625 | -0.0% | 1.21% | -2.3% |
| DOW | Buy | Dow Inc | $29,084,000 | +32.4% | 610,367 | +37.1% | 1.17% | +36.2% |
| MO | Sell | Altria Group Inc. | $27,429,000 | -16.2% | 670,640 | -3.0% | 1.10% | -13.8% |
| HSBC | Sell | HSBC Holdings PLC (ADR)adr | $26,584,000 | -38.9% | 694,650 | -33.3% | 1.07% | -37.1% |
| NILSY | Buy | MMC Norilsk Nickel PJSC (ADR)adr | $17,301,000 | +16.3% | 676,065 | +2.3% | 0.69% | +19.4% |
| TSM | Sell | Taiwan Semiconductor Manufactuadr | $13,486,000 | +4.5% | 290,150 | -12.0% | 0.54% | +7.3% |
| IBN | Sell | ICICI Bank Ltd. (ADR)adr | $11,616,000 | -8.7% | 953,715 | -5.6% | 0.47% | -6.0% |
| LUKOY | Sell | Lukoil PJSC (ADR)adr | $11,321,000 | -7.6% | 136,840 | -6.2% | 0.45% | -5.0% |
| Sell | OPAP SA | $10,171,000 | -10.5% | 989,043 | -2.5% | 0.41% | -7.9% | |
| SBRCY | Buy | Sberbank of Russia PJSC (ADR)adr | $10,096,000 | +17.4% | 713,870 | +26.9% | 0.40% | +20.5% |
| Sell | AIA Group Ltd | $9,431,000 | -24.2% | 998,200 | -13.4% | 0.38% | -22.0% | |
| CPA | Buy | Copa Holdings S.A. | $9,360,000 | +46.4% | 94,780 | +44.6% | 0.38% | +50.4% |
| ABEV | Buy | Ambev SA (ADR)adr | $9,290,000 | +32.8% | 2,010,890 | +34.3% | 0.37% | +36.6% |
| Buy | Globaltrans Investment PLC | $9,264,000 | -4.2% | 1,077,206 | +3.6% | 0.37% | -1.6% | |
| Buy | Tupra-Turkiye Petrol Rafine | $6,354,000 | +605.2% | 250,015 | +451.3% | 0.26% | +628.6% | |
| VIV | Buy | Telefonica Brasil SA (ADR)adr | $5,976,000 | +200.3% | 453,735 | +196.8% | 0.24% | +207.7% |
| Sell | PT Bank Rakyat Indonesia | $5,598,000 | -26.2% | 19,263,000 | -21.6% | 0.22% | -24.0% | |
| Sell | Zurich Insurance Group AG | $5,202,000 | +0.0% | 13,590 | -9.0% | 0.21% | +3.0% | |
| Sell | Roche Holding AG | $5,189,000 | -8.2% | 17,830 | -11.2% | 0.21% | -5.9% | |
| Buy | Allianz SE | $5,130,000 | -3.1% | 22,010 | +0.2% | 0.21% | -0.5% | |
| Buy | Ascendas India Trust | $5,108,000 | +26.6% | 4,525,700 | +12.8% | 0.20% | +30.6% | |
| ADM | Buy | Archer-Daniels-Midland Co. | $5,070,000 | +7.4% | 123,438 | +6.7% | 0.20% | +10.3% |
| Sell | Nestle S.A. | $5,035,000 | -9.3% | 46,405 | -13.4% | 0.20% | -6.9% | |
| Buy | UPM-Kymmene Oyj | $4,973,000 | +47.5% | 168,245 | +32.6% | 0.20% | +51.5% | |
| Sell | Ascendas Real Estate Investmen | $4,930,000 | -7.6% | 2,183,900 | -5.6% | 0.20% | -4.8% | |
| Buy | GlaxoSmithKline PLC | $4,899,000 | +16.3% | 228,370 | +8.5% | 0.20% | +20.1% | |
| VZ | Sell | Verizon Communications Inc. | $4,885,000 | -0.6% | 80,935 | -5.9% | 0.20% | +2.1% |
| ETN | Buy | Eaton Corp. PLC | $4,861,000 | +3.5% | 58,460 | +3.7% | 0.20% | +6.6% |
| Sell | Sonic Healthcare Ltd. | $4,810,000 | -7.5% | 254,100 | -7.0% | 0.19% | -4.9% | |
| ABB | Buy | ABB Ltd. (ADR)adr | $4,781,000 | +11.8% | 243,085 | +13.9% | 0.19% | +15.0% |
| Buy | Engie | $4,735,000 | +79.3% | 289,985 | +66.6% | 0.19% | +84.5% | |
| Sell | United Overseas Bank Ltd. | $4,509,000 | -11.0% | 242,860 | -7.4% | 0.18% | -8.6% | |
| Buy | Indo Tambangraya Megah PT | $4,515,000 | -25.1% | 5,162,400 | +6.5% | 0.18% | -23.0% | |
| Buy | Smurfit Kappa Group PLC | $4,482,000 | +15.2% | 150,640 | +17.1% | 0.18% | +18.4% | |
| Sell | CLSA - Power Grid Corp Exp 11/adr | $4,444,000 | -38.6% | 1,577,218 | -34.6% | 0.18% | -36.9% | |
| Sell | Royal Dutch Shell Class B | $4,404,000 | -20.2% | 149,500 | -11.2% | 0.18% | -17.7% | |
| Buy | Nippon Telegraph & Telephone C | $4,192,000 | +16.5% | 87,900 | +13.7% | 0.17% | +20.0% | |
| Buy | BNP Paribas | $4,009,000 | +10.0% | 82,345 | +7.3% | 0.16% | +13.4% | |
| DUK | Sell | Duke Energy Corp. | $3,902,000 | +0.3% | 40,710 | -7.7% | 0.16% | +3.3% |
| Sell | KT&G Corp. | $3,638,000 | -48.8% | 41,350 | -50.4% | 0.15% | -47.3% | |
| PPL | Buy | PPL Corp. | $3,499,000 | +5.3% | 111,120 | +3.7% | 0.14% | +7.7% |
| Buy | Sanofi | $3,112,000 | +7.9% | 33,565 | +0.4% | 0.12% | +10.6% | |
| TTE | Sell | Total SA (ADR)adr | $2,970,000 | -34.8% | 57,110 | -30.1% | 0.12% | -33.1% |
| Sell | Siemens AG | $2,690,000 | -44.0% | 25,125 | -37.7% | 0.11% | -42.2% | |
| AZN | Sell | AstraZeneca PLC (ADR)adr | $2,439,000 | -24.7% | 54,730 | -30.2% | 0.10% | -22.2% |
| Buy | Imperial Brands PLC | $1,911,000 | +25.8% | 85,005 | +31.3% | 0.08% | +30.5% | |
| Buy | Smiths Group PLC | $1,750,000 | +9.2% | 90,650 | +12.4% | 0.07% | +11.1% | |
| BBT | Sell | BB&T Corp. | $1,529,000 | +0.5% | 28,645 | -7.4% | 0.06% | +3.4% |
| MDT | Sell | Medtronic PLC | $1,272,000 | -10.6% | 11,710 | -19.8% | 0.05% | -8.9% |
| BMY | New | Bristol-Myers Squibb Co. | $1,234,000 | – | 24,330 | – | 0.05% | – |
| MDLZ | Sell | Mondelez International Inc. | $1,073,000 | -24.5% | 19,400 | -26.4% | 0.04% | -23.2% |
| Sell | HSBC Holdings PLC | $1,061,000 | -64.6% | 137,700 | -61.8% | 0.04% | -63.2% | |
| BTI | Sell | British American Tobacco PLC (adr | $974,000 | -39.3% | 26,400 | -42.6% | 0.04% | -38.1% |
| TMO | Sell | Thermo Fisher Scientific Inc. | $934,000 | -29.3% | 3,205 | -28.8% | 0.04% | -28.8% |
| Sell | BOC Hong Kong Holdings Ltd. | $734,000 | -66.0% | 216,415 | -60.5% | 0.03% | -65.5% | |
| Sell | Honda Motor Co. Ltd. | $688,000 | -26.1% | 26,580 | -26.2% | 0.03% | -22.2% | |
| Buy | Novartis AG | $522,000 | -2.1% | 6,025 | +3.3% | 0.02% | 0.0% | |
| VET | Sell | Vermilion Energy Inc. | $439,000 | -68.1% | 26,375 | -58.3% | 0.02% | -66.7% |
| Sell | ABB Ltd. | $441,000 | -35.1% | 22,435 | -33.8% | 0.02% | -33.3% | |
| TM | New | Toyota Motor Corp. (ADR)adr | $313,000 | – | 2,325 | – | 0.01% | – |
| Sell | Danone S.A. | $266,000 | -50.3% | 3,025 | -52.1% | 0.01% | -47.6% | |
| UIHC | Buy | United Insurance Holdings Corp | $233,000 | +34.7% | 16,670 | +37.8% | 0.01% | +28.6% |
| SYKE | New | Sykes Enterprises Inc. | $233,000 | – | 7,600 | – | 0.01% | – |
| PWR | New | Quanta Services Inc. | $218,000 | – | 5,755 | – | 0.01% | – |
| MKSI | New | MKS Instruments Inc. | $227,000 | – | 2,460 | – | 0.01% | – |
| HUN | New | Huntsman Corp. | $221,000 | – | 9,500 | – | 0.01% | – |
| UFS | New | Domtar Corp. | $201,000 | – | 5,620 | – | 0.01% | – |
| TMHC | New | Taylor Morrison Corp. | $201,000 | – | 7,735 | – | 0.01% | – |
| PBT | New | Permian Basin Royalty Trust | $116,000 | – | 22,415 | – | 0.01% | – |
| Sell | Value Partners Group Ltd. | $30,000 | -98.9% | 60,000 | -98.5% | 0.00% | -99.0% | |
| TISI | Exit | Team Inc. | $0 | – | -11,240 | – | -0.01% | – |
| REVG | Exit | REV Group Inc. | $0 | – | -11,700 | – | -0.01% | – |
| Exit | Magyar Telekom Telecommunicati | $0 | – | -144,530 | – | -0.01% | – | |
| LOMA | Exit | Loma Negra Compania Industrialadr | $0 | – | -17,220 | – | -0.01% | – |
| MGLN | Exit | Magellan Health Inc. | $0 | – | -3,250 | – | -0.01% | – |
| DGX | Exit | Quest Diagnostics Inc. | $0 | – | -2,410 | – | -0.01% | – |
| Exit | Reckitt Benckiser Group PLC | $0 | – | -3,990 | – | -0.01% | – | |
| XLB | Exit | Materials Select Sector SPDR F | $0 | – | -138,000 | – | -0.32% | – |
| CTVA | Exit | Corteva Inc | $0 | – | -375,522 | – | -0.43% | – |
| XLE | Exit | Energy Select Sector SPDR Fund | $0 | – | -479,000 | – | -1.19% | – |
| XLF | Exit | Financial Select Sector SPDR F | $0 | – | -1,157,500 | – | -1.25% | – |
| HCP | Exit | HCP Inc. | $0 | – | -1,167,995 | – | -1.46% | – |
| XLP | Exit | Consumer Staples Select Sector | $0 | – | -698,000 | – | -1.58% | – |
Q2 2019
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MRK | New | Merck & Co. Inc. | $79,665,000 | – | 950,095 | – | 3.11% | – |
| NVS | New | Novartis AG (ADR)adr | $79,135,000 | – | 866,666 | – | 3.09% | – |
| NEE | New | NextEra Energy Inc | $79,020,000 | – | 385,725 | – | 3.08% | – |
| GPC | New | Genuine Parts Co. | $75,456,000 | – | 728,485 | – | 2.95% | – |
| WELL | New | Welltower Inc. | $75,215,000 | – | 922,540 | – | 2.94% | – |
| JPM | New | JP Morgan Chase & Co. | $73,858,000 | – | 660,630 | – | 2.88% | – |
| CSCO | New | Cisco Systems Inc. | $73,073,000 | – | 1,335,150 | – | 2.85% | – |
| CB | New | Chubb Ltd. | $72,411,000 | – | 491,621 | – | 2.83% | – |
| JNJ | New | Johnson & Johnson | $72,118,000 | – | 517,795 | – | 2.82% | – |
| PFE | New | Pfizer Inc. | $70,768,000 | – | 1,633,613 | – | 2.76% | – |
| MSFT | New | Microsoft Corp. | $70,307,000 | – | 524,835 | – | 2.74% | – |
| CVX | New | Chevron Corp. | $67,870,000 | – | 545,405 | – | 2.65% | – |
| STI | New | SunTrust Banks Inc. | $67,781,000 | – | 1,078,460 | – | 2.65% | – |
| GLW | New | Corning Inc. | $66,943,000 | – | 2,014,550 | – | 2.61% | – |
| UN | New | Unilever NV (ADR)adr | $65,938,000 | – | 1,085,940 | – | 2.57% | – |
| TRV | New | The Travelers Companies Inc. | $63,018,000 | – | 421,470 | – | 2.46% | – |
| RTN | New | Raytheon Co. | $61,048,000 | – | 351,090 | – | 2.38% | – |
| T | New | AT&T Inc. | $61,013,000 | – | 1,820,730 | – | 2.38% | – |
| DEO | New | Diageo PLC (ADR)adr | $59,636,000 | – | 346,075 | – | 2.33% | – |
| KMB | New | Kimberly-Clark Corp. | $58,975,000 | – | 442,490 | – | 2.30% | – |
| COP | New | ConocoPhillips | $58,942,000 | – | 966,260 | – | 2.30% | – |
| RDSB | New | Royal Dutch Shell PLC (ADR) Cladr | $58,548,000 | – | 890,600 | – | 2.29% | – |
| SIEGY | New | Siemens AG (ADR)adr | $56,910,000 | – | 953,900 | – | 2.22% | – |
| MMM | New | 3M Co. | $51,522,000 | – | 297,230 | – | 2.01% | – |
| BCE | New | BCE Inc. | $51,397,000 | – | 1,130,095 | – | 2.01% | – |
| PM | New | Philip Morris International In | $45,958,000 | – | 585,234 | – | 1.79% | – |
| LLY | New | Eli Lilly & Co. | $44,683,000 | – | 403,310 | – | 1.74% | – |
| JCI | New | Johnson Controls International | $43,871,000 | – | 1,062,005 | – | 1.71% | – |
| HSBC | New | HSBC Holdings PLC (ADR)adr | $43,475,000 | – | 1,041,560 | – | 1.70% | – |
| INTC | New | Intel Corp. | $41,161,000 | – | 859,845 | – | 1.61% | – |
| XLP | New | Consumer Staples Select Sector | $40,533,000 | – | 698,000 | – | 1.58% | – |
| HCP | New | HCP Inc. | $37,352,000 | – | 1,167,995 | – | 1.46% | – |
| MO | New | Altria Group Inc. | $32,729,000 | – | 691,215 | – | 1.28% | – |
| XLF | New | Financial Select Sector SPDR F | $31,947,000 | – | 1,157,500 | – | 1.25% | – |
| DD | New | DuPont De Nemour | $31,732,000 | – | 422,698 | – | 1.24% | – |
| TGT | New | Target Corp. | $31,715,000 | – | 366,186 | – | 1.24% | – |
| XLE | New | Energy Select Sector SPDR Fund | $30,517,000 | – | 479,000 | – | 1.19% | – |
| BA | New | BOEING CO/THE | $29,357,000 | – | 80,650 | – | 1.15% | – |
| DOW | New | Dow Inc | $21,959,000 | – | 445,321 | – | 0.86% | – |
| BAC | New | Bank of America Corp. | $18,688,000 | – | 644,400 | – | 0.73% | – |
| WFC | New | Wells Fargo & Co. | $18,499,000 | – | 390,930 | – | 0.72% | – |
| XOM | New | Exxon Mobil Corp. | $18,089,000 | – | 236,050 | – | 0.71% | – |
| NILSY | New | MMC Norilsk Nickel PJSC (ADR)adr | $14,876,000 | – | 660,555 | – | 0.58% | – |
| WBA | New | Walgreens Boots Alliance Inc. | $13,365,000 | – | 244,465 | – | 0.52% | – |
| TSM | New | Taiwan Semiconductor Manufactuadr | $12,908,000 | – | 329,550 | – | 0.50% | – |
| IBN | New | ICICI Bank Ltd. (ADR)adr | $12,717,000 | – | 1,010,100 | – | 0.50% | – |
| New | AIA Group Ltd | $12,438,000 | – | 1,153,200 | – | 0.49% | – | |
| LUKOY | New | Lukoil PJSC (ADR)adr | $12,254,000 | – | 145,850 | – | 0.48% | – |
| New | OPAP SA | $11,358,000 | – | 1,014,043 | – | 0.44% | – | |
| CTVA | New | Corteva Inc | $11,104,000 | – | 375,522 | – | 0.43% | – |
| New | Globaltrans Investment PLC | $9,671,000 | – | 1,039,906 | – | 0.38% | – | |
| SBRCY | New | Sberbank of Russia PJSC (ADR)adr | $8,597,000 | – | 562,610 | – | 0.34% | – |
| XLB | New | Materials Select Sector SPDR F | $8,073,000 | – | 138,000 | – | 0.32% | – |
| New | PT Bank Rakyat Indonesia | $7,583,000 | – | 24,563,000 | – | 0.30% | – | |
| New | CLSA - Power Grid Corp Exp 11/adr | $7,236,000 | – | 2,411,218 | – | 0.28% | – | |
| New | KT&G Corp. | $7,104,000 | – | 83,450 | – | 0.28% | – | |
| ABEV | New | Ambev SA (ADR)adr | $6,994,000 | – | 1,497,580 | – | 0.27% | – |
| CPA | New | Copa Holdings S.A. | $6,393,000 | – | 65,525 | – | 0.25% | – |
| New | Indo Tambangraya Megah PT | $6,026,000 | – | 4,849,400 | – | 0.24% | – | |
| New | Roche Holding AG | $5,651,000 | – | 20,085 | – | 0.22% | – | |
| New | Nestle S.A. | $5,550,000 | – | 53,615 | – | 0.22% | – | |
| New | Royal Dutch Shell Class B | $5,518,000 | – | 168,360 | – | 0.22% | – | |
| New | Ascendas Real Estate Investmen | $5,337,000 | – | 2,314,300 | – | 0.21% | – | |
| New | Allianz SE | $5,294,000 | – | 21,960 | – | 0.21% | – | |
| New | Zurich Insurance Group AG | $5,200,000 | – | 14,935 | – | 0.20% | – | |
| New | Sonic Healthcare Ltd. | $5,201,000 | – | 273,350 | – | 0.20% | – | |
| New | United Overseas Bank Ltd. | $5,067,000 | – | 262,360 | – | 0.20% | – | |
| VZ | New | Verizon Communications Inc. | $4,913,000 | – | 85,995 | – | 0.19% | – |
| New | Siemens AG | $4,800,000 | – | 40,355 | – | 0.19% | – | |
| ADM | New | Archer-Daniels-Midland Co. | $4,719,000 | – | 115,658 | – | 0.18% | – |
| ETN | New | Eaton Corp. PLC | $4,697,000 | – | 56,400 | – | 0.18% | – |
| New | Muenchener Ruechversicherungs | $4,643,000 | – | 18,500 | – | 0.18% | – | |
| TTE | New | Total SA (ADR)adr | $4,556,000 | – | 81,660 | – | 0.18% | – |
| ABB | New | ABB Ltd. (ADR)adr | $4,275,000 | – | 213,430 | – | 0.17% | – |
| MFC | New | Manulife Financial Corp. | $4,210,000 | – | 231,600 | – | 0.16% | – |
| New | GlaxoSmithKline PLC | $4,213,000 | – | 210,440 | – | 0.16% | – | |
| New | Ascendas India Trust | $4,034,000 | – | 4,013,700 | – | 0.16% | – | |
| New | Smurfit Kappa Group PLC | $3,891,000 | – | 128,590 | – | 0.15% | – | |
| DUK | New | Duke Energy Corp. | $3,892,000 | – | 44,110 | – | 0.15% | – |
| New | BNP Paribas | $3,643,000 | – | 76,715 | – | 0.14% | – | |
| New | Nippon Telegraph & Telephone C | $3,599,000 | – | 77,335 | – | 0.14% | – | |
| New | UPM-Kymmene Oyj | $3,372,000 | – | 126,895 | – | 0.13% | – | |
| PPL | New | PPL Corp. | $3,324,000 | – | 107,190 | – | 0.13% | – |
| AZN | New | AstraZeneca PLC (ADR)adr | $3,238,000 | – | 78,450 | – | 0.13% | – |
| New | HSBC Holdings PLC | $2,994,000 | – | 360,900 | – | 0.12% | – | |
| New | Sanofi | $2,885,000 | – | 33,420 | – | 0.11% | – | |
| New | Value Partners Group Ltd. | $2,647,000 | – | 3,969,350 | – | 0.10% | – | |
| New | Engie | $2,641,000 | – | 174,100 | – | 0.10% | – | |
| New | BOC Hong Kong Holdings Ltd. | $2,157,000 | – | 548,015 | – | 0.08% | – | |
| New | BAE Systems PLC | $2,105,000 | – | 334,550 | – | 0.08% | – | |
| VIV | New | Telefonica Brasil SA (ADR)adr | $1,990,000 | – | 152,865 | – | 0.08% | – |
| New | Smiths Group PLC | $1,603,000 | – | 80,650 | – | 0.06% | – | |
| BTI | New | British American Tobacco PLC (adr | $1,605,000 | – | 46,030 | – | 0.06% | – |
| BBT | New | BB&T Corp. | $1,521,000 | – | 30,950 | – | 0.06% | – |
| New | Imperial Brands PLC | $1,519,000 | – | 64,755 | – | 0.06% | – | |
| MDLZ | New | Mondelez International Inc. | $1,422,000 | – | 26,375 | – | 0.06% | – |
| MDT | New | Medtronic PLC | $1,423,000 | – | 14,610 | – | 0.06% | – |
| VET | New | Vermilion Energy Inc. | $1,375,000 | – | 63,300 | – | 0.05% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $1,322,000 | – | 4,500 | – | 0.05% | – |
| C | New | Citigroup Inc. | $1,198,000 | – | 17,100 | – | 0.05% | – |
| ORCL | New | Oracle Corp. | $1,151,000 | – | 20,200 | – | 0.04% | – |
| MS | New | Morgan Stanley | $1,065,000 | – | 24,300 | – | 0.04% | – |
| GSK | New | GlaxoSmithKline PLC (ADR)adr | $1,057,000 | – | 26,405 | – | 0.04% | – |
| DIS | New | The Walt Disney Co. | $964,000 | – | 6,900 | – | 0.04% | – |
| New | Honda Motor Co. Ltd. | $931,000 | – | 36,030 | – | 0.04% | – | |
| NEM | New | Newmont Goldcorp Corp | $893,000 | – | 23,200 | – | 0.04% | – |
| New | Tupra-Turkiye Petrol Rafine | $901,000 | – | 45,350 | – | 0.04% | – | |
| ALL | New | The Allstate Corp. | $875,000 | – | 8,600 | – | 0.03% | – |
| ARW | New | Arrow Electronics Inc. | $827,000 | – | 11,600 | – | 0.03% | – |
| CMCSA | New | Comcast Corp. (Cl A) | $809,000 | – | 19,135 | – | 0.03% | – |
| New | ABB Ltd. | $680,000 | – | 33,875 | – | 0.03% | – | |
| MET | New | MetLife Inc. | $670,000 | – | 13,480 | – | 0.03% | – |
| New | Novartis AG | $533,000 | – | 5,830 | – | 0.02% | – | |
| New | Danone S.A. | $535,000 | – | 6,320 | – | 0.02% | – | |
| New | Samsung Electronics GDR | $509,000 | – | 500 | – | 0.02% | – | |
| BWA | New | BorgWarner Inc. | $399,000 | – | 9,500 | – | 0.02% | – |
| SKM | New | SK Telecom Company Ltd. (ADR)adr | $396,000 | – | 15,985 | – | 0.02% | – |
| HAL | New | Halliburton Co. | $365,000 | – | 16,050 | – | 0.01% | – |
| PWCDF | New | Power Corporation of Canda | $356,000 | – | 16,505 | – | 0.01% | – |
| CVS | New | CVS Healthcare Corp | $331,000 | – | 6,074 | – | 0.01% | – |
| New | Reckitt Benckiser Group PLC | $315,000 | – | 3,990 | – | 0.01% | – | |
| DVN | New | Devon Energy Corp. | $282,000 | – | 9,875 | – | 0.01% | – |
| DGX | New | Quest Diagnostics Inc. | $245,000 | – | 2,410 | – | 0.01% | – |
| New | Singapore Telecommunications L | $234,000 | – | 90,300 | – | 0.01% | – | |
| MGLN | New | Magellan Health Inc. | $241,000 | – | 3,250 | – | 0.01% | – |
| LOMA | New | Loma Negra Compania Industrialadr | $201,000 | – | 17,220 | – | 0.01% | – |
| New | Magyar Telekom Telecommunicati | $214,000 | – | 144,530 | – | 0.01% | – | |
| TISI | New | Team Inc. | $172,000 | – | 11,240 | – | 0.01% | – |
| REVG | New | REV Group Inc. | $169,000 | – | 11,700 | – | 0.01% | – |
| UIHC | New | United Insurance Holdings Corp | $173,000 | – | 12,100 | – | 0.01% | – |
| UCFC | New | United Community Financial Cor | $137,000 | – | 14,280 | – | 0.01% | – |
| New | Orkla-Borregaard AS | $108,000 | – | 12,155 | – | 0.00% | – | |
| ASX | New | ASE Technology Holding Co. Ltdadr | $82,000 | – | 20,785 | – | 0.00% | – |
Q4 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| TAHO | Exit | Tahoe Resources Inc. | $0 | – | -29,485 | – | -0.00% | – |
| LOMA | Exit | Loma Negra Compania Industrialadr | $0 | – | -12,675 | – | -0.00% | – |
| ASX | Exit | ASE Technology Holding Co. Ltdadr | $0 | – | -29,815 | – | -0.01% | – |
| UCFC | Exit | United Community Financial Cor | $0 | – | -14,280 | – | -0.01% | – |
| MITL | Exit | Mitel Networks Corp. | $0 | – | -16,960 | – | -0.01% | – |
| CSU | Exit | Capital Senior Living Corp. | $0 | – | -21,970 | – | -0.01% | – |
| Exit | Tupra-Turkiye Petrol Rafine | $0 | – | -10,450 | – | -0.01% | – | |
| BWA | Exit | BorgWarner Inc. | $0 | – | -9,500 | – | -0.02% | – |
| DVN | Exit | Devon Energy Corp. | $0 | – | -9,875 | – | -0.02% | – |
| Exit | PT Telekomunikasi Indonesia Pe | $0 | – | -1,759,200 | – | -0.02% | – | |
| Exit | Orkla-Borregaard AS | $0 | – | -57,405 | – | -0.02% | – | |
| Exit | Danone S.A. | $0 | – | -6,500 | – | -0.02% | – | |
| Exit | Bayer AG | $0 | – | -5,799 | – | -0.02% | – | |
| Exit | XTEP International Holdings | $0 | – | -933,500 | – | -0.02% | – | |
| Exit | Novartis AG | $0 | – | -7,555 | – | -0.02% | – | |
| HAL | Exit | Halliburton Co. | $0 | – | -16,050 | – | -0.02% | – |
| Exit | ABB Ltd. | $0 | – | -28,695 | – | -0.02% | – | |
| SKM | Exit | SK Telecom Company Ltd. (ADR)adr | $0 | – | -24,270 | – | -0.02% | – |
| MS | Exit | Morgan Stanley | $0 | – | -15,200 | – | -0.03% | – |
| NEM | Exit | Newmont Mining Corp. | $0 | – | -23,200 | – | -0.03% | – |
| GSK | Exit | GlaxoSmithKline PLC (ADR)adr | $0 | – | -18,345 | – | -0.03% | – |
| PWCDF | Exit | Power Corporation of Canda | $0 | – | -33,825 | – | -0.03% | – |
| TM | Exit | Toyota Motor Corp. (ADR)adr | $0 | – | -5,980 | – | -0.03% | – |
| Exit | Engie | $0 | – | -50,950 | – | -0.03% | – | |
| DIS | Exit | The Walt Disney Co. | $0 | – | -6,900 | – | -0.03% | – |
| ALL | Exit | The Allstate Corp. | $0 | – | -8,600 | – | -0.03% | – |
| ARW | Exit | Arrow Electronics Inc. | $0 | – | -11,600 | – | -0.03% | – |
| BBT | Exit | BB&T Corp. | $0 | – | -20,850 | – | -0.04% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -20,200 | – | -0.04% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -4,500 | – | -0.04% | – |
| Exit | Singapore Telecommunications L | $0 | – | -469,000 | – | -0.04% | – | |
| MDLZ | Exit | Mondelez International Inc. | $0 | – | -26,375 | – | -0.04% | – |
| Exit | Magyar Telekom Telecommunicati | $0 | – | -839,400 | – | -0.04% | – | |
| C | Exit | Citigroup Inc. | $0 | – | -17,100 | – | -0.04% | – |
| VOD | Exit | Vodafone Group PLC (ADR)adr | $0 | – | -65,115 | – | -0.05% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -14,520 | – | -0.05% | – |
| AET | Exit | Aetna Inc. | $0 | – | -7,250 | – | -0.05% | – |
| Exit | CTCI Corp. | $0 | – | -996,000 | – | -0.06% | – | |
| Exit | RHT Health Trust | $0 | – | -3,199,900 | – | -0.06% | – | |
| Exit | BNP Paribas | $0 | – | -32,020 | – | -0.07% | – | |
| HON | Exit | Honeywell International Inc. | $0 | – | -13,230 | – | -0.08% | – |
| Exit | Prosieben Sat. 1 Media | $0 | – | -88,935 | – | -0.08% | – | |
| Exit | Sanofi | $0 | – | -27,810 | – | -0.09% | – | |
| Exit | HSBC Holdings PLC | $0 | – | -310,833 | – | -0.10% | – | |
| NVO | Exit | Novo Nordisk A/S (ADR)adr | $0 | – | -59,510 | – | -0.10% | – |
| ABEV | Exit | Ambev SA (ADR)adr | $0 | – | -619,100 | – | -0.10% | – |
| DUK | Exit | Duke Energy Corp. | $0 | – | -37,620 | – | -0.11% | – |
| Exit | Major Cineplex Group | $0 | – | -3,952,200 | – | -0.11% | – | |
| BTI | Exit | British American Tobacco PLC (adr | $0 | – | -64,790 | – | -0.11% | – |
| Exit | Ascendas India Trust | $0 | – | -4,072,700 | – | -0.12% | – | |
| Exit | PT Bank Rakyat Indonesia | $0 | – | -15,738,500 | – | -0.12% | – | |
| Exit | China Everbright LTD | $0 | – | -1,983,500 | – | -0.13% | – | |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -212,680 | – | -0.14% | – |
| VET | Exit | Vermilion Energy Inc. | $0 | – | -115,620 | – | -0.14% | – |
| VIV | Exit | Telefonica Brasil SA (ADR)adr | $0 | – | -418,920 | – | -0.15% | – |
| IBN | Exit | ICICI Bank Ltd. (ADR)adr | $0 | – | -482,500 | – | -0.15% | – |
| AZN | Exit | AstraZeneca PLC (ADR)adr | $0 | – | -105,085 | – | -0.15% | – |
| Exit | Muenchener Ruechversicherungs | $0 | – | -19,607 | – | -0.16% | – | |
| ETN | Exit | Eaton Corp. PLC | $0 | – | -50,030 | – | -0.16% | – |
| Exit | Nestle S.A. | $0 | – | -59,055 | – | -0.18% | – | |
| ADM | Exit | Archer-Daniels-Midland Co. | $0 | – | -100,160 | – | -0.19% | – |
| Exit | BOC Hong Kong Holdings Ltd. | $0 | – | -1,133,950 | – | -0.20% | – | |
| PPL | Exit | PPL Corp. | $0 | – | -186,770 | – | -0.20% | – |
| Exit | Roche Holding AG | $0 | – | -22,780 | – | -0.20% | – | |
| Exit | BAE Systems PLC | $0 | – | -715,110 | – | -0.22% | – | |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -111,555 | – | -0.22% | – |
| Exit | Value Partners Group Ltd. | $0 | – | -8,139,850 | – | -0.24% | – | |
| Exit | KT&G Corp. | $0 | – | -69,650 | – | -0.24% | – | |
| Exit | Smiths Group PLC | $0 | – | -334,250 | – | -0.24% | – | |
| Exit | Allianz SE | $0 | – | -29,455 | – | -0.24% | – | |
| Exit | Imperial Brands PLC | $0 | – | -191,805 | – | -0.25% | – | |
| Exit | Honda Motor Co. Ltd. | $0 | – | -242,900 | – | -0.27% | – | |
| Exit | GlaxoSmithKline PLC | $0 | – | -366,780 | – | -0.27% | – | |
| Exit | Siemens AG | $0 | – | -58,660 | – | -0.28% | – | |
| Exit | Sonic Healthcare Ltd. | $0 | – | -429,470 | – | -0.28% | – | |
| ABB | Exit | ABB Ltd. (ADR)adr | $0 | – | -332,177 | – | -0.29% | – |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -176,430 | – | -0.29% | – | |
| Exit | Smurfit Kappa Group PLC | $0 | – | -203,460 | – | -0.30% | – | |
| Exit | Zurich Insurance Group AG | $0 | – | -25,565 | – | -0.30% | – | |
| Exit | Indo Tambangraya Megah PT | $0 | – | -4,736,900 | – | -0.30% | – | |
| Exit | United Overseas Bank Ltd. | $0 | – | -428,060 | – | -0.31% | – | |
| TTE | Exit | Total SA (ADR)adr | $0 | – | -131,895 | – | -0.31% | – |
| Exit | Royal Dutch Shell Class B | $0 | – | -256,445 | – | -0.33% | – | |
| Exit | Globaltrans Investment PLC | $0 | – | -1,140,126 | – | -0.44% | – | |
| NILSY | Exit | MMC Norilsk Nickel PJSC (ADR)adr | $0 | – | -700,720 | – | -0.44% | – |
| Exit | OPAP SA | $0 | – | -1,262,453 | – | -0.49% | – | |
| Exit | AIA Group Ltd | $0 | – | -1,759,200 | – | -0.58% | – | |
| VALE | Exit | Vale SA (ADR)adr | $0 | – | -1,079,800 | – | -0.59% | – |
| TSM | Exit | Taiwan Semiconductor Manufactuadr | $0 | – | -398,110 | – | -0.65% | – |
| LUKOY | Exit | Lukoil PJSC (ADR)adr | $0 | – | -239,350 | – | -0.67% | – |
| BA | Exit | BOEING CO/THE | $0 | – | -80,470 | – | -1.10% | – |
| HCP | Exit | HCP Inc. | $0 | – | -1,376,670 | – | -1.34% | – |
| INTC | Exit | Intel Corp. | $0 | – | -830,975 | – | -1.45% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -1,371,500 | – | -1.77% | – |
| HSBC | Exit | HSBC Holdings PLC (ADR)adr | $0 | – | -1,101,715 | – | -1.79% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -809,485 | – | -1.80% | – |
| MET | Exit | MetLife Inc. | $0 | – | -1,075,040 | – | -1.85% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -449,415 | – | -1.88% | – |
| WBA | Exit | Walgreens Boots Alliance Inc. | $0 | – | -715,110 | – | -1.92% | – |
| SIEGY | Exit | Siemens AG (ADR)adr | $0 | – | -819,255 | – | -1.93% | – |
| DEO | Exit | Diageo PLC (ADR)adr | $0 | – | -372,640 | – | -1.94% | – |
| TRV | Exit | The Travelers Companies Inc. | $0 | – | -425,395 | – | -2.03% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -529,605 | – | -2.09% | – |
| BCE | Exit | BCE Inc. | $0 | – | -1,456,875 | – | -2.18% | – |
| UN | Exit | Unilever NV (ADR)adr | $0 | – | -1,073,390 | – | -2.20% | – |
| PM | Exit | Philip Morris International In | $0 | – | -742,860 | – | -2.23% | – |
| MMM | Exit | 3M Co. | $0 | – | -290,180 | – | -2.25% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -537,545 | – | -2.27% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -1,180,885 | – | -2.29% | – |
| STI | Exit | SunTrust Banks Inc. | $0 | – | -943,930 | – | -2.32% | – |
| RDSB | Exit | Royal Dutch Shell PLC (ADR) Cladr | $0 | – | -911,410 | – | -2.38% | – |
| GLW | Exit | Corning Inc. | $0 | – | -1,849,595 | – | -2.41% | – |
| RTN | Exit | Raytheon Co. | $0 | – | -321,475 | – | -2.45% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -1,396,460 | – | -2.50% | – |
| CB | Exit | Chubb Ltd. | $0 | – | -515,891 | – | -2.54% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -582,660 | – | -2.63% | – |
| COP | Exit | ConocoPhillips | $0 | – | -923,780 | – | -2.64% | – |
| DWDP | Exit | DowDuPont Inc. | $0 | – | -1,120,915 | – | -2.66% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -432,565 | – | -2.67% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -644,685 | – | -2.68% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -860,610 | – | -2.70% | – |
| T | Exit | AT&T Inc. | $0 | – | -2,205,520 | – | -2.73% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -1,045,270 | – | -2.73% | – |
| WELL | Exit | Welltower Inc. | $0 | – | -1,153,505 | – | -2.73% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -554,370 | – | -2.82% | – |
| NVS | Exit | Novartis AG (ADR)adr | $0 | – | -890,156 | – | -2.83% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -1,752,490 | – | -2.85% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -801,350 | – | -2.94% | – |
Q3 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| GPC | Sell | Genuine Parts Co. | $79,654,000 | +7.5% | 801,350 | -0.7% | 2.94% | +4.7% |
| PFE | Buy | Pfizer Inc. | $77,232,000 | +21.9% | 1,752,490 | +0.4% | 2.85% | +18.8% |
| NVS | Sell | Novartis AG (ADR)adr | $76,696,000 | +13.3% | 890,156 | -0.7% | 2.83% | +10.3% |
| JNJ | Sell | Johnson & Johnson | $76,597,000 | +12.8% | 554,370 | -0.9% | 2.82% | +9.9% |
| WELL | Sell | Welltower Inc. | $74,193,000 | -0.7% | 1,153,505 | -3.2% | 2.73% | -3.3% |
| MRK | Sell | Merck & Co. Inc. | $74,151,000 | +15.0% | 1,045,270 | -1.6% | 2.73% | +12.0% |
| T | Buy | AT&T Inc. | $74,061,000 | +20.9% | 2,205,520 | +15.6% | 2.73% | +17.7% |
| XOM | Buy | Exxon Mobil Corp. | $73,169,000 | +57.8% | 860,610 | +53.5% | 2.70% | +53.6% |
| JPM | Sell | JP Morgan Chase & Co. | $72,746,000 | -1.8% | 644,685 | -9.3% | 2.68% | -4.3% |
| NEE | Sell | NextEra Energy Inc | $72,498,000 | -0.7% | 432,565 | -1.1% | 2.67% | -3.3% |
| DWDP | Buy | DowDuPont Inc. | $72,086,000 | -2.2% | 1,120,915 | +0.2% | 2.66% | -4.8% |
| COP | Sell | ConocoPhillips | $71,501,000 | -4.1% | 923,780 | -13.7% | 2.64% | -6.6% |
| CVX | Buy | Chevron Corp. | $71,248,000 | -2.8% | 582,660 | +0.5% | 2.63% | -5.3% |
| CB | Buy | Chubb Ltd. | $68,923,000 | +5.4% | 515,891 | +0.2% | 2.54% | +2.7% |
| CSCO | Sell | Cisco Systems Inc. | $67,938,000 | -5.6% | 1,396,460 | -16.5% | 2.50% | -8.1% |
| GLW | Sell | Corning Inc. | $65,291,000 | +17.3% | 1,849,595 | -8.6% | 2.41% | +14.2% |
| RDSB | Buy | Royal Dutch Shell PLC (ADR) Cladr | $64,646,000 | -1.2% | 911,410 | +1.2% | 2.38% | -3.8% |
| STI | Sell | SunTrust Banks Inc. | $63,045,000 | +0.9% | 943,930 | -0.3% | 2.32% | -1.7% |
| WFC | Sell | Wells Fargo & Co. | $62,067,000 | -7.4% | 1,180,885 | -2.3% | 2.29% | -9.8% |
| MSFT | Sell | Microsoft Corp. | $61,479,000 | -1.3% | 537,545 | -14.9% | 2.27% | -3.9% |
| PM | Buy | Philip Morris International In | $60,573,000 | +40.8% | 742,860 | +39.4% | 2.23% | +37.1% |
| UN | Sell | Unilever NV (ADR)adr | $59,627,000 | -17.2% | 1,073,390 | -17.0% | 2.20% | -19.4% |
| BCE | Buy | BCE Inc. | $59,033,000 | +251.6% | 1,456,875 | +251.3% | 2.18% | +242.5% |
| TRV | Sell | The Travelers Companies Inc. | $55,178,000 | -11.3% | 425,395 | -16.3% | 2.03% | -13.6% |
| DEO | Sell | Diageo PLC (ADR)adr | $52,792,000 | -6.9% | 372,640 | -5.3% | 1.94% | -9.3% |
| SIEGY | Buy | Siemens AG (ADR)adr | $52,318,000 | +315.4% | 819,255 | +328.6% | 1.93% | +305.0% |
| WBA | Buy | Walgreens Boots Alliance Inc. | $52,132,000 | +44.7% | 715,110 | +19.2% | 1.92% | +40.9% |
| KMB | Sell | Kimberly-Clark Corp. | $51,072,000 | +5.8% | 449,415 | -1.9% | 1.88% | +3.1% |
| MET | Sell | MetLife Inc. | $50,226,000 | +6.9% | 1,075,040 | -0.2% | 1.85% | +4.1% |
| MO | Sell | Altria Group Inc. | $48,820,000 | -8.5% | 809,485 | -13.8% | 1.80% | -10.9% |
| HSBC | Buy | HSBC Holdings PLC (ADR)adr | $48,464,000 | -6.2% | 1,101,715 | +0.6% | 1.79% | -8.6% |
| JCI | Buy | Johnson Controls International | $48,003,000 | +293.1% | 1,371,500 | +275.7% | 1.77% | +282.9% |
| INTC | Buy | Intel Corp. | $39,297,000 | -4.5% | 830,975 | +0.4% | 1.45% | -7.0% |
| HCP | Buy | HCP Inc. | $36,234,000 | +218.0% | 1,376,670 | +212.0% | 1.34% | +209.7% |
| BA | Buy | BOEING CO/THE | $29,927,000 | +11.0% | 80,470 | +0.1% | 1.10% | +8.1% |
| LUKOY | Sell | Lukoil PJSC (ADR)adr | $18,296,000 | +9.2% | 239,350 | -1.6% | 0.67% | +6.3% |
| TSM | Buy | Taiwan Semiconductor Manufactuadr | $17,581,000 | +21.2% | 398,110 | +0.3% | 0.65% | +18.0% |
| VALE | Sell | Vale SA (ADR)adr | $16,024,000 | +9.4% | 1,079,800 | -5.5% | 0.59% | +6.5% |
| Sell | AIA Group Ltd | $15,708,000 | -0.0% | 1,759,200 | -2.1% | 0.58% | -2.7% | |
| Buy | OPAP SA | $13,249,000 | +30.6% | 1,262,453 | +40.6% | 0.49% | +27.1% | |
| NILSY | Sell | MMC Norilsk Nickel PJSC (ADR)adr | $12,045,000 | -14.8% | 700,720 | -10.6% | 0.44% | -17.0% |
| Buy | Globaltrans Investment PLC | $11,971,000 | +7.8% | 1,140,126 | +4.7% | 0.44% | +5.0% | |
| Buy | Royal Dutch Shell Class B | $8,988,000 | -1.5% | 256,445 | +0.6% | 0.33% | -4.1% | |
| TTE | Buy | Total SA (ADR)adr | $8,493,000 | +12.3% | 131,895 | +5.6% | 0.31% | +9.4% |
| Buy | United Overseas Bank Ltd. | $8,480,000 | +1.4% | 428,060 | +0.5% | 0.31% | -1.6% | |
| Sell | Indo Tambangraya Megah PT | $8,218,000 | +5.3% | 4,736,900 | -4.8% | 0.30% | +2.7% | |
| Buy | Zurich Insurance Group AG | $8,081,000 | +34.2% | 25,565 | +26.0% | 0.30% | +30.7% | |
| Buy | Smurfit Kappa Group PLC | $8,045,000 | +15.2% | 203,460 | +18.0% | 0.30% | +12.1% | |
| Buy | Nippon Telegraph & Telephone C | $7,969,000 | +105.8% | 176,430 | +107.2% | 0.29% | +101.4% | |
| ABB | Buy | ABB Ltd. (ADR)adr | $7,849,000 | +41.6% | 332,177 | +30.4% | 0.29% | +37.6% |
| Buy | Sonic Healthcare Ltd. | $7,732,000 | +0.6% | 429,470 | +1.4% | 0.28% | -2.1% | |
| Buy | Siemens AG | $7,514,000 | +1.8% | 58,660 | +5.1% | 0.28% | -0.7% | |
| Buy | GlaxoSmithKline PLC | $7,347,000 | -0.2% | 366,780 | +0.6% | 0.27% | -2.5% | |
| Buy | Honda Motor Co. Ltd. | $7,352,000 | +13.3% | 242,900 | +10.0% | 0.27% | +10.2% | |
| Buy | Imperial Brands PLC | $6,678,000 | +8.3% | 191,805 | +15.9% | 0.25% | +5.6% | |
| Sell | Allianz SE | $6,565,000 | -4.6% | 29,455 | -11.5% | 0.24% | -6.9% | |
| Buy | KT&G Corp. | $6,526,000 | +4.1% | 69,650 | +6.7% | 0.24% | +1.3% | |
| Sell | Value Partners Group Ltd. | $6,478,000 | -15.9% | 8,139,850 | -16.5% | 0.24% | -17.9% | |
| VZ | Sell | Verizon Communications Inc. | $5,956,000 | -12.7% | 111,555 | -17.7% | 0.22% | -15.1% |
| Buy | BAE Systems PLC | $5,870,000 | -3.2% | 715,110 | +0.7% | 0.22% | -5.7% | |
| Buy | Roche Holding AG | $5,519,000 | +71.6% | 22,780 | +57.8% | 0.20% | +66.4% | |
| PPL | Sell | PPL Corp. | $5,465,000 | -8.1% | 186,770 | -10.3% | 0.20% | -10.7% |
| ADM | Sell | Archer-Daniels-Midland Co. | $5,035,000 | -1.4% | 100,160 | -10.1% | 0.19% | -3.6% |
| Buy | Nestle S.A. | $4,923,000 | +24.2% | 59,055 | +15.7% | 0.18% | +20.7% | |
| ETN | Sell | Eaton Corp. PLC | $4,339,000 | +0.9% | 50,030 | -13.1% | 0.16% | -1.8% |
| AZN | Sell | AstraZeneca PLC (ADR)adr | $4,158,000 | -92.6% | 105,085 | -93.4% | 0.15% | -92.8% |
| IBN | Sell | ICICI Bank Ltd. (ADR)adr | $4,096,000 | -39.6% | 482,500 | -42.8% | 0.15% | -41.0% |
| VIV | Sell | Telefonica Brasil SA (ADR)adr | $4,076,000 | -45.6% | 418,920 | -33.7% | 0.15% | -47.2% |
| MFC | Sell | Manulife Financial Corp. | $3,803,000 | -18.6% | 212,680 | -18.2% | 0.14% | -20.9% |
| VET | Sell | Vermilion Energy Inc. | $3,800,000 | -34.5% | 115,620 | -28.1% | 0.14% | -36.1% |
| Sell | China Everbright LTD | $3,552,000 | -37.5% | 1,983,500 | -35.9% | 0.13% | -39.1% | |
| Sell | PT Bank Rakyat Indonesia | $3,327,000 | -44.7% | 15,738,500 | -48.0% | 0.12% | -46.1% | |
| Sell | Ascendas India Trust | $3,247,000 | -16.4% | 4,072,700 | -22.2% | 0.12% | -18.4% | |
| BTI | Sell | British American Tobacco PLC (adr | $3,022,000 | -35.6% | 64,790 | -30.3% | 0.11% | -37.3% |
| DUK | Sell | Duke Energy Corp. | $3,010,000 | -9.0% | 37,620 | -10.1% | 0.11% | -11.2% |
| ABEV | Buy | Ambev SA (ADR)adr | $2,829,000 | +91.5% | 619,100 | +94.1% | 0.10% | +85.7% |
| NVO | Sell | Novo Nordisk A/S (ADR)adr | $2,805,000 | -0.0% | 59,510 | -2.2% | 0.10% | -2.8% |
| Sell | HSBC Holdings PLC | $2,748,000 | -55.9% | 310,833 | -53.2% | 0.10% | -57.2% | |
| Sell | Sanofi | $2,472,000 | +3.7% | 27,810 | -6.5% | 0.09% | +1.1% | |
| Sell | Prosieben Sat. 1 Media | $2,310,000 | -18.7% | 88,935 | -20.5% | 0.08% | -20.6% | |
| HON | Sell | Honeywell International Inc. | $2,201,000 | +2.0% | 13,230 | -11.7% | 0.08% | -1.2% |
| Sell | BNP Paribas | $1,959,000 | -28.3% | 32,020 | -27.3% | 0.07% | -30.1% | |
| Sell | RHT Health Trust | $1,732,000 | -21.5% | 3,199,900 | -17.5% | 0.06% | -23.8% | |
| Sell | CTCI Corp. | $1,605,000 | -34.8% | 996,000 | -35.2% | 0.06% | -36.6% | |
| MDT | Sell | Medtronic PLC | $1,428,000 | -16.7% | 14,520 | -27.5% | 0.05% | -18.5% |
| VOD | Sell | Vodafone Group PLC (ADR)adr | $1,413,000 | -57.3% | 65,115 | -52.1% | 0.05% | -58.4% |
| Buy | Magyar Telekom Telecommunicati | $1,206,000 | +68.9% | 839,400 | +67.5% | 0.04% | +63.0% | |
| Sell | Engie | $749,000 | -46.3% | 50,950 | -44.0% | 0.03% | -47.2% | |
| GSK | Buy | GlaxoSmithKline PLC (ADR)adr | $737,000 | +12.2% | 18,345 | +12.5% | 0.03% | +8.0% |
| TM | Sell | Toyota Motor Corp. (ADR)adr | $744,000 | -18.5% | 5,980 | -15.7% | 0.03% | -22.9% |
| PWCDF | Sell | Power Corporation of Canda | $734,000 | -13.3% | 33,825 | -10.6% | 0.03% | -15.6% |
| Sell | ABB Ltd. | $678,000 | +7.6% | 28,695 | -0.2% | 0.02% | +4.2% | |
| SKM | Sell | SK Telecom Company Ltd. (ADR)adr | $677,000 | -27.0% | 24,270 | -39.0% | 0.02% | -28.6% |
| Sell | Novartis AG | $650,000 | -5.9% | 7,555 | -16.8% | 0.02% | -7.7% | |
| Sell | XTEP International Holdings | $540,000 | -67.7% | 933,500 | -61.7% | 0.02% | -68.3% | |
| Sell | Bayer AG | $515,000 | -33.1% | 5,799 | -17.0% | 0.02% | -34.5% | |
| Sell | Danone S.A. | $503,000 | -13.0% | 6,500 | -17.4% | 0.02% | -13.6% | |
| Sell | Orkla-Borregaard AS | $485,000 | -48.5% | 57,405 | -46.6% | 0.02% | -50.0% | |
| Sell | Tupra-Turkiye Petrol Rafine | $232,000 | -94.1% | 10,450 | -93.8% | 0.01% | -94.0% | |
| CSU | New | Capital Senior Living Corp. | $207,000 | – | 21,970 | – | 0.01% | – |
| ASX | Buy | ASE Technology Holding Co. Ltdadr | $144,000 | +51.6% | 29,815 | +44.0% | 0.01% | +25.0% |
| LOMA | New | Loma Negra Compania Industrialadr | $112,000 | – | 12,675 | – | 0.00% | – |
| TAHO | Buy | Tahoe Resources Inc. | $82,000 | -18.8% | 29,485 | +43.8% | 0.00% | -25.0% |
| BW | Exit | Babcock & Wilcox Enterprises I | $0 | – | -45,828 | – | -0.00% | – |
| CHL | Exit | China Mobile Ltd. (ADR)adr | $0 | – | -13,000 | – | -0.02% | – |
| PEP | Exit | PepsiCo Inc. | $0 | – | -5,960 | – | -0.02% | – |
| INFY | Exit | Infosys Ltd. (ADR)adr | $0 | – | -37,865 | – | -0.03% | – |
| Exit | Great Wall Motor Company Ltd. | $0 | – | -4,273,500 | – | -0.12% | – | |
| XLF | Exit | Financial Select Sector SPDR F | $0 | – | -653,085 | – | -0.66% | – |
| IYZ | Exit | iShares US Telecommunications | $0 | – | -1,774,580 | – | -1.85% | – |
| XLI | Exit | Industrial Select Sector SPDR | $0 | – | -699,940 | – | -1.90% | – |
Q2 2018
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| WELL | New | Welltower Inc. | $74,692,000 | – | 1,191,455 | – | 2.83% | – |
| COP | New | ConocoPhillips | $74,539,000 | – | 1,070,660 | – | 2.82% | – |
| GPC | New | Genuine Parts Co. | $74,068,000 | – | 806,930 | – | 2.80% | – |
| JPM | New | JP Morgan Chase & Co. | $74,060,000 | – | 710,750 | – | 2.80% | – |
| DWDP | New | DowDuPont Inc. | $73,742,000 | – | 1,118,660 | – | 2.79% | – |
| CVX | New | Chevron Corp. | $73,278,000 | – | 579,590 | – | 2.77% | – |
| NEE | New | NextEra Energy Inc | $73,030,000 | – | 437,225 | – | 2.76% | – |
| UN | New | Unilever NV (ADR)adr | $72,033,000 | – | 1,292,764 | – | 2.72% | – |
| CSCO | New | Cisco Systems Inc. | $72,001,000 | – | 1,673,265 | – | 2.72% | – |
| JNJ | New | Johnson & Johnson | $67,895,000 | – | 559,540 | – | 2.57% | – |
| NVS | New | Novartis AG (ADR)adr | $67,703,000 | – | 896,251 | – | 2.56% | – |
| WFC | New | Wells Fargo & Co. | $67,033,000 | – | 1,209,110 | – | 2.54% | – |
| RDSB | New | Royal Dutch Shell PLC (ADR) Cladr | $65,416,000 | – | 900,420 | – | 2.48% | – |
| CB | New | Chubb Ltd. | $65,401,000 | – | 514,891 | – | 2.47% | – |
| MRK | New | Merck & Co. Inc. | $64,485,000 | – | 1,062,360 | – | 2.44% | – |
| PFE | New | Pfizer Inc. | $63,337,000 | – | 1,745,775 | – | 2.40% | – |
| STI | New | SunTrust Banks Inc. | $62,483,000 | – | 946,430 | – | 2.36% | – |
| MSFT | New | Microsoft Corp. | $62,293,000 | – | 631,710 | – | 2.36% | – |
| TRV | New | The Travelers Companies Inc. | $62,195,000 | – | 508,380 | – | 2.35% | – |
| RTN | New | Raytheon Co. | $62,103,000 | – | 321,475 | – | 2.35% | – |
| T | New | AT&T Inc. | $61,261,000 | – | 1,907,850 | – | 2.32% | – |
| MMM | New | 3M Co. | $57,084,000 | – | 290,180 | – | 2.16% | – |
| DEO | New | Diageo PLC (ADR)adr | $56,685,000 | – | 393,620 | – | 2.14% | – |
| AZN | New | AstraZeneca PLC (ADR)adr | $55,933,000 | – | 1,593,080 | – | 2.12% | – |
| GLW | New | Corning Inc. | $55,662,000 | – | 2,023,325 | – | 2.11% | – |
| MO | New | Altria Group Inc. | $53,327,000 | – | 939,015 | – | 2.02% | – |
| HSBC | New | HSBC Holdings PLC (ADR)adr | $51,649,000 | – | 1,095,645 | – | 1.95% | – |
| XLI | New | Industrial Select Sector SPDR | $50,137,000 | – | 699,940 | – | 1.90% | – |
| IYZ | New | iShares US Telecommunications | $48,925,000 | – | 1,774,580 | – | 1.85% | – |
| KMB | New | Kimberly-Clark Corp. | $48,261,000 | – | 458,145 | – | 1.83% | – |
| MET | New | MetLife Inc. | $46,983,000 | – | 1,077,600 | – | 1.78% | – |
| XOM | New | Exxon Mobil Corp. | $46,373,000 | – | 560,530 | – | 1.76% | – |
| LLY | New | Eli Lilly & Co. | $45,191,000 | – | 529,605 | – | 1.71% | – |
| PM | New | Philip Morris International In | $43,032,000 | – | 532,974 | – | 1.63% | – |
| INTC | New | Intel Corp. | $41,151,000 | – | 827,825 | – | 1.56% | – |
| WBA | New | Walgreens Boots Alliance Inc. | $36,018,000 | – | 600,145 | – | 1.36% | – |
| BA | New | Boeing Co. | $26,963,000 | – | 80,365 | – | 1.02% | – |
| XLF | New | Financial Select Sector SPDR F | $17,366,000 | – | 653,085 | – | 0.66% | – |
| BCE | New | BCE Inc. | $16,791,000 | – | 414,685 | – | 0.64% | – |
| LUKOY | New | Lukoil PJSC (ADR)adr | $16,760,000 | – | 243,150 | – | 0.63% | – |
| New | AIA Group Ltd | $15,714,000 | – | 1,797,200 | – | 0.60% | – | |
| VALE | New | Vale SA (ADR)adr | $14,644,000 | – | 1,142,300 | – | 0.55% | – |
| TSM | New | Taiwan Semiconductor Manufactuadr | $14,511,000 | – | 396,920 | – | 0.55% | – |
| NILSY | New | MMC Norilsk Nickel PJSC (ADR)adr | $14,140,000 | – | 784,235 | – | 0.54% | – |
| SIEGY | New | Siemens AG (ADR)adr | $12,594,000 | – | 191,155 | – | 0.48% | – |
| JCI | New | Johnson Controls International | $12,212,000 | – | 365,080 | – | 0.46% | – |
| HCP | New | HCP Inc. | $11,394,000 | – | 441,280 | – | 0.43% | – |
| New | Globaltrans Investment PLC | $11,105,000 | – | 1,088,757 | – | 0.42% | – | |
| New | OPAP SA | $10,146,000 | – | 897,600 | – | 0.38% | – | |
| New | Royal Dutch Shell Class B | $9,127,000 | – | 254,850 | – | 0.34% | – | |
| New | United Overseas Bank Ltd. | $8,366,000 | – | 425,960 | – | 0.32% | – | |
| New | Indo Tambangraya Megah PT | $7,803,000 | – | 4,976,900 | – | 0.30% | – | |
| New | Value Partners Group Ltd. | $7,704,000 | – | 9,748,850 | – | 0.29% | – | |
| New | Sonic Healthcare Ltd. | $7,687,000 | – | 423,400 | – | 0.29% | – | |
| TTE | New | Total SA (ADR)adr | $7,561,000 | – | 124,845 | – | 0.29% | – |
| VIV | New | Telefonica Brasil SA (ADR)adr | $7,499,000 | – | 631,745 | – | 0.28% | – |
| New | Smiths Group PLC | $7,491,000 | – | 334,250 | – | 0.28% | – | |
| New | Siemens AG | $7,378,000 | – | 55,810 | – | 0.28% | – | |
| New | GlaxoSmithKline PLC | $7,360,000 | – | 364,530 | – | 0.28% | – | |
| New | Smurfit Kappa Group PLC | $6,986,000 | – | 172,410 | – | 0.26% | – | |
| New | Allianz SE | $6,880,000 | – | 33,285 | – | 0.26% | – | |
| VZ | New | Verizon Communications Inc. | $6,822,000 | – | 135,590 | – | 0.26% | – |
| IBN | New | ICICI Bank Ltd. (ADR)adr | $6,776,000 | – | 843,850 | – | 0.26% | – |
| New | Honda Motor Co. Ltd. | $6,491,000 | – | 220,900 | – | 0.25% | – | |
| New | KT&G Corp. | $6,268,000 | – | 65,250 | – | 0.24% | – | |
| New | HSBC Holdings PLC | $6,237,000 | – | 664,833 | – | 0.24% | – | |
| New | Imperial Brands PLC | $6,164,000 | – | 165,500 | – | 0.23% | – | |
| New | BAE Systems PLC | $6,063,000 | – | 710,250 | – | 0.23% | – | |
| New | Zurich Insurance Group AG | $6,023,000 | – | 20,282 | – | 0.23% | – | |
| New | PT Bank Rakyat Indonesia | $6,018,000 | – | 30,238,500 | – | 0.23% | – | |
| PPL | New | PPL Corp. | $5,947,000 | – | 208,290 | – | 0.22% | – |
| VET | New | Vermilion Energy Inc. | $5,801,000 | – | 160,872 | – | 0.22% | – |
| New | China Everbright LTD | $5,681,000 | – | 3,095,000 | – | 0.22% | – | |
| ABB | New | ABB Ltd. (ADR)adr | $5,545,000 | – | 254,717 | – | 0.21% | – |
| New | BOC Hong Kong Holdings Ltd. | $5,340,000 | – | 1,133,950 | – | 0.20% | – | |
| ADM | New | Archer-Daniels-Midland Co. | $5,109,000 | – | 111,470 | – | 0.19% | – |
| MFC | New | Manulife Financial Corp. | $4,672,000 | – | 259,970 | – | 0.18% | – |
| BTI | New | British American Tobacco PLC (adr | $4,690,000 | – | 92,959 | – | 0.18% | – |
| ETN | New | Eaton Corp. PLC | $4,301,000 | – | 57,550 | – | 0.16% | – |
| New | Muenchener Ruechversicherungs | $4,145,000 | – | 19,607 | – | 0.16% | – | |
| New | Tupra-Turkiye Petrol Rafine | $3,955,000 | – | 168,190 | – | 0.15% | – | |
| New | Nestle S.A. | $3,964,000 | – | 51,050 | – | 0.15% | – | |
| New | Ascendas India Trust | $3,883,000 | – | 5,237,700 | – | 0.15% | – | |
| New | Nippon Telegraph & Telephone C | $3,872,000 | – | 85,130 | – | 0.15% | – | |
| VOD | New | Vodafone Group PLC (ADR)adr | $3,308,000 | – | 136,060 | – | 0.12% | – |
| DUK | New | Duke Energy Corp. | $3,309,000 | – | 41,840 | – | 0.12% | – |
| New | Great Wall Motor Company Ltd. | $3,268,000 | – | 4,273,500 | – | 0.12% | – | |
| New | Roche Holding AG | $3,216,000 | – | 14,440 | – | 0.12% | – | |
| New | Major Cineplex Group | $2,944,000 | – | 3,952,200 | – | 0.11% | – | |
| New | Prosieben Sat. 1 Media | $2,840,000 | – | 111,935 | – | 0.11% | – | |
| NVO | New | Novo Nordisk A/S (ADR)adr | $2,806,000 | – | 60,850 | – | 0.11% | – |
| New | BNP Paribas | $2,734,000 | – | 44,020 | – | 0.10% | – | |
| New | CTCI Corp. | $2,461,000 | – | 1,536,000 | – | 0.09% | – | |
| New | Sanofi | $2,384,000 | – | 29,740 | – | 0.09% | – | |
| New | RHT Health Trust | $2,207,000 | – | 3,880,900 | – | 0.08% | – | |
| HON | New | Honeywell International Inc. | $2,158,000 | – | 14,980 | – | 0.08% | – |
| MDT | New | Medtronic PLC | $1,714,000 | – | 20,020 | – | 0.06% | – |
| New | XTEP International Holdings | $1,670,000 | – | 2,440,500 | – | 0.06% | – | |
| ABEV | New | Ambev SA (ADR)adr | $1,477,000 | – | 318,900 | – | 0.06% | – |
| New | Engie | $1,394,000 | – | 90,950 | – | 0.05% | – | |
| AET | New | Aetna Inc. | $1,330,000 | – | 7,250 | – | 0.05% | – |
| C | New | Citigroup Inc. | $1,144,000 | – | 17,100 | – | 0.04% | – |
| MDLZ | New | Mondelez International Inc. | $1,081,000 | – | 26,375 | – | 0.04% | – |
| BBT | New | BB&T Corp. | $1,052,000 | – | 20,850 | – | 0.04% | – |
| New | Singapore Telecommunications L | $1,060,000 | – | 469,000 | – | 0.04% | – | |
| New | Orkla-Borregaard AS | $942,000 | – | 107,405 | – | 0.04% | – | |
| TMO | New | Thermo Fisher Scientific Inc. | $932,000 | – | 4,500 | – | 0.04% | – |
| SKM | New | SK Telecom Company Ltd. (ADR)adr | $928,000 | – | 39,785 | – | 0.04% | – |
| TM | New | Toyota Motor Corp. (ADR)adr | $913,000 | – | 7,090 | – | 0.04% | – |
| ORCL | New | Oracle Corp. | $890,000 | – | 20,200 | – | 0.03% | – |
| NEM | New | Newmont Mining Corp. | $875,000 | – | 23,200 | – | 0.03% | – |
| ARW | New | Arrow Electronics Inc. | $873,000 | – | 11,600 | – | 0.03% | – |
| PWCDF | New | Power Corporation of Canda | $847,000 | – | 37,845 | – | 0.03% | – |
| ALL | New | The Allstate Corp. | $785,000 | – | 8,600 | – | 0.03% | – |
| New | Bayer AG | $770,000 | – | 6,989 | – | 0.03% | – | |
| INFY | New | Infosys Ltd. (ADR)adr | $736,000 | – | 37,865 | – | 0.03% | – |
| HAL | New | Halliburton Co. | $723,000 | – | 16,050 | – | 0.03% | – |
| DIS | New | The Walt Disney Co. | $723,000 | – | 6,900 | – | 0.03% | – |
| MS | New | Morgan Stanley | $720,000 | – | 15,200 | – | 0.03% | – |
| New | Magyar Telekom Telecommunicati | $714,000 | – | 501,250 | – | 0.03% | – | |
| New | Novartis AG | $691,000 | – | 9,085 | – | 0.03% | – | |
| PEP | New | PepsiCo Inc. | $649,000 | – | 5,960 | – | 0.02% | – |
| GSK | New | GlaxoSmithKline PLC (ADR)adr | $657,000 | – | 16,310 | – | 0.02% | – |
| New | ABB Ltd. | $630,000 | – | 28,755 | – | 0.02% | – | |
| CHL | New | China Mobile Ltd. (ADR)adr | $577,000 | – | 13,000 | – | 0.02% | – |
| New | Danone S.A. | $578,000 | – | 7,870 | – | 0.02% | – | |
| New | PT Telekomunikasi Indonesia Pe | $462,000 | – | 1,759,200 | – | 0.02% | – | |
| BWA | New | BorgWarner Inc. | $410,000 | – | 9,500 | – | 0.02% | – |
| DVN | New | Devon Energy Corp. | $434,000 | – | 9,875 | – | 0.02% | – |
| MITL | New | Mitel Networks Corp. | $186,000 | – | 16,960 | – | 0.01% | – |
| UCFC | New | United Community Financial Cor | $157,000 | – | 14,280 | – | 0.01% | – |
| TAHO | New | Tahoe Resources Inc. | $101,000 | – | 20,500 | – | 0.00% | – |
| BW | New | Babcock & Wilcox Enterprises I | $109,000 | – | 45,828 | – | 0.00% | – |
| ASX | New | ASE Technology Holding Co. Ltdadr | $95,000 | – | 20,700 | – | 0.00% | – |
Q4 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| BW | Exit | Babcock & Wilcox Enterprises I | $0 | – | -12,060 | – | -0.00% | – |
| ASX | Exit | Advanced Semiconductor Engineeadr | $0 | – | -13,535 | – | -0.00% | – |
| TAHO | Exit | Tahoe Resources Inc. | $0 | – | -20,500 | – | -0.00% | – |
| MITL | Exit | Mitel Networks Corp. | $0 | – | -16,960 | – | -0.01% | – |
| UCFC | Exit | United Community Financial Cor | $0 | – | -14,280 | – | -0.01% | – |
| IBM | Exit | International Business Machine | $0 | – | -1,455 | – | -0.01% | – |
| Exit | Bayer AG | $0 | – | -2,180 | – | -0.01% | – | |
| TEL | Exit | TE Connectivity Ltd. | $0 | – | -3,935 | – | -0.01% | – |
| GILD | Exit | Gilead Sciences Inc. | $0 | – | -3,815 | – | -0.01% | – |
| CMI | Exit | Cummins Inc. | $0 | – | -2,115 | – | -0.01% | – |
| ALV | Exit | Autoliv Inc. | $0 | – | -2,845 | – | -0.01% | – |
| DVN | Exit | Devon Energy Corp. | $0 | – | -9,875 | – | -0.01% | – |
| GSK | Exit | GlaxoSmithKline PLC (ADR)adr | $0 | – | -15,740 | – | -0.02% | – |
| DIS | Exit | The Walt Disney Co. | $0 | – | -6,900 | – | -0.02% | – |
| MS | Exit | Morgan Stanley | $0 | – | -15,200 | – | -0.02% | – |
| MBT | Exit | Mobile TeleSystems PJSC (ADR)adr | $0 | – | -68,000 | – | -0.02% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -16,050 | – | -0.03% | – |
| ALL | Exit | The Allstate Corp. | $0 | – | -8,600 | – | -0.03% | – |
| BWA | Exit | BorgWarner Inc. | $0 | – | -15,845 | – | -0.03% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -4,500 | – | -0.03% | – |
| NEM | Exit | Newmont Mining Corp. | $0 | – | -23,200 | – | -0.03% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -11,660 | – | -0.03% | – |
| ARW | Exit | Arrow Electronics Inc. | $0 | – | -11,600 | – | -0.03% | – |
| BBT | Exit | BB&T Corp. | $0 | – | -20,850 | – | -0.03% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -20,200 | – | -0.03% | – |
| AET | Exit | Aetna Inc. | $0 | – | -7,250 | – | -0.04% | – |
| C | Exit | Citigroup Inc. | $0 | – | -17,100 | – | -0.04% | – |
| Exit | Xinhua Winshare Publishing | $0 | – | -1,978,000 | – | -0.06% | – | |
| Exit | Magyar Telekom Telecommunicati | $0 | – | -920,150 | – | -0.06% | – | |
| Exit | Singapore Telecommunications L | $0 | – | -669,000 | – | -0.06% | – | |
| Exit | Honda Motor Co. Ltd. | $0 | – | -65,900 | – | -0.07% | – | |
| VOD | Exit | Vodafone Group PLC (ADR)adr | $0 | – | -81,620 | – | -0.08% | – |
| Exit | XTEP International Holdings | $0 | – | -7,060,500 | – | -0.08% | – | |
| NVO | Exit | Novo Nordisk A/S (ADR)adr | $0 | – | -60,160 | – | -0.10% | – |
| CHL | Exit | China Mobile Ltd. (ADR)adr | $0 | – | -58,250 | – | -0.10% | – |
| Exit | Orkla-Borregaard AS | $0 | – | -294,350 | – | -0.10% | – | |
| Exit | Indo Tambangraya Megah PT | $0 | – | -2,005,700 | – | -0.10% | – | |
| Exit | RHT Health Trust | $0 | – | -4,814,100 | – | -0.11% | – | |
| Exit | Muenchener Ruechversicherungs | $0 | – | -14,950 | – | -0.11% | – | |
| ADM | Exit | Archer-Daniels-Midland Co. | $0 | – | -75,650 | – | -0.11% | – |
| HON | Exit | Honeywell International Inc. | $0 | – | -23,000 | – | -0.11% | – |
| Exit | Major Cineplex Group | $0 | – | -3,952,200 | – | -0.13% | – | |
| VET | Exit | Vermilion Energy Inc. | $0 | – | -103,400 | – | -0.13% | – |
| ADNT | Exit | Adient PLC | $0 | – | -44,312 | – | -0.13% | – |
| PPL | Exit | PPL Corp. | $0 | – | -101,900 | – | -0.14% | – |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -85,130 | – | -0.14% | – | |
| Exit | GlaxoSmithKline PLC | $0 | – | -202,425 | – | -0.14% | – | |
| Exit | Zurich Insurance Group AG | $0 | – | -13,240 | – | -0.14% | – | |
| Exit | CTCI Corp. | $0 | – | -2,594,000 | – | -0.14% | – | |
| Exit | Sonic Healthcare Ltd. | $0 | – | -254,255 | – | -0.14% | – | |
| ETN | Exit | Eaton Corp. PLC (ADR)adr | $0 | – | -55,805 | – | -0.15% | – |
| Exit | Prosieben Sat. 1 Media | $0 | – | -125,935 | – | -0.15% | – | |
| Exit | Ascendas India Trust | $0 | – | -5,607,700 | – | -0.15% | – | |
| EIX | Exit | Edison International | $0 | – | -58,400 | – | -0.16% | – |
| Exit | Japan Tobacco Inc. | $0 | – | -137,160 | – | -0.16% | – | |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -93,060 | – | -0.16% | – |
| Exit | Imperial Brands PLC | $0 | – | -111,300 | – | -0.16% | – | |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -236,600 | – | -0.17% | – |
| Exit | Great Wall Motor Company Ltd. | $0 | – | -4,073,500 | – | -0.17% | – | |
| Exit | Royal Dutch Shell Class B | $0 | – | -163,340 | – | -0.18% | – | |
| BTI | Exit | British American Tobacco PLC (adr | $0 | – | -81,790 | – | -0.18% | – |
| TTE | Exit | Total SA (ADR)adr | $0 | – | -98,620 | – | -0.18% | – |
| Exit | Engie | $0 | – | -318,870 | – | -0.19% | – | |
| SBRCY | Exit | Sberbank of Russia PJSC (ADR)adr | $0 | – | -383,350 | – | -0.19% | – |
| Exit | Smiths Group PLC | $0 | – | -261,370 | – | -0.19% | – | |
| Exit | PT Telekomunikasi Indonesia Pe | $0 | – | -16,059,200 | – | -0.19% | – | |
| Exit | Sanofi | $0 | – | -56,465 | – | -0.20% | – | |
| Exit | Roche Holding AG | $0 | – | -22,545 | – | -0.20% | – | |
| Exit | PT Bank Rakyat Indonesia | $0 | – | -5,211,300 | – | -0.21% | – | |
| ABEV | Exit | Ambev SA (ADR)adr | $0 | – | -900,250 | – | -0.21% | – |
| Exit | Nestle S.A. | $0 | – | -73,130 | – | -0.21% | – | |
| Exit | KT&G Corp. | $0 | – | -67,200 | – | -0.22% | – | |
| Exit | BOC Hong Kong Holdings Ltd. | $0 | – | -1,315,500 | – | -0.22% | – | |
| Exit | BAE Systems PLC | $0 | – | -768,630 | – | -0.23% | – | |
| ESLT | Exit | Elbit Systems Ltd. | $0 | – | -44,950 | – | -0.23% | – |
| SBS | Exit | Companhia de Saneamento Basicoadr | $0 | – | -655,400 | – | -0.24% | – |
| Exit | United Overseas Bank Ltd. | $0 | – | -402,360 | – | -0.24% | – | |
| ABB | Exit | ABB Ltd. (ADR)adr | $0 | – | -286,620 | – | -0.25% | – |
| Exit | Siemens AG | $0 | – | -52,110 | – | -0.26% | – | |
| Exit | Smurfit Kappa Group PLC | $0 | – | -237,425 | – | -0.26% | – | |
| Exit | Allianz SE | $0 | – | -33,080 | – | -0.26% | – | |
| BHF | Exit | Brighthouse Financial Inc. | $0 | – | -123,730 | – | -0.26% | – |
| LUKOY | Exit | Lukoil PJSC (ADR)adr | $0 | – | -148,360 | – | -0.27% | – |
| Exit | HSBC Holdings PLC | $0 | – | -810,133 | – | -0.28% | – | |
| Exit | OPAP SA | $0 | – | -764,300 | – | -0.28% | – | |
| Exit | Value Partners Group Ltd. | $0 | – | -9,005,850 | – | -0.28% | – | |
| Exit | BNP Paribas | $0 | – | -103,620 | – | -0.29% | – | |
| VIV | Exit | Telefonica Brasil SA (ADR)adr | $0 | – | -559,565 | – | -0.31% | – |
| Exit | China Everbright LTD | $0 | – | -3,905,000 | – | -0.31% | – | |
| Exit | Globaltrans Investment PLC | $0 | – | -1,048,757 | – | -0.34% | – | |
| IBN | Exit | ICICI Bank Ltd. (ADR)adr | $0 | – | -1,278,475 | – | -0.38% | – |
| TSM | Exit | Taiwan Semiconductor Manufactuadr | $0 | – | -295,950 | – | -0.39% | – |
| NILSY | Exit | MMC Norilsk Nickel PJSC | $0 | – | -707,755 | – | -0.42% | – |
| Exit | AIA Group Ltd | $0 | – | -1,714,200 | – | -0.44% | – | |
| SIEGY | Exit | Siemens AG (ADR)adr | $0 | – | -351,940 | – | -0.87% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -678,900 | – | -0.95% | – |
| HCP | Exit | HCP Inc. | $0 | – | -1,088,200 | – | -1.06% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -554,480 | – | -1.58% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -411,515 | – | -1.69% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -606,050 | – | -1.81% | – |
| HSBC | Exit | HSBC Holdings PLC (ADR)adr | $0 | – | -1,090,390 | – | -1.88% | – |
| PM | Exit | Philip Morris International In | $0 | – | -501,419 | – | -1.94% | – |
| RDSB | Exit | Royal Dutch Shell PLC (ADR) Cladr | $0 | – | -907,350 | – | -1.98% | – |
| COP | Exit | ConocoPhillips | $0 | – | -1,144,050 | – | -2.00% | – |
| BA | Exit | Boeing Co. | $0 | – | -225,790 | – | -2.00% | – |
| GLW | Exit | Corning Inc. | $0 | – | -1,947,415 | – | -2.03% | – |
| AZN | Exit | AstraZeneca PLC (ADR)adr | $0 | – | -1,763,196 | – | -2.08% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -981,370 | – | -2.17% | – |
| INTC | Exit | Intel Corp. | $0 | – | -1,667,650 | – | -2.21% | – |
| GE | Exit | General Electric Co. | $0 | – | -2,636,730 | – | -2.22% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -1,169,780 | – | -2.25% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -1,883,725 | – | -2.34% | – |
| DEO | Exit | Diageo PLC (ADR)adr | $0 | – | -515,905 | – | -2.38% | – |
| TRV | Exit | The Travelers Companies Inc. | $0 | – | -556,970 | – | -2.38% | – |
| MMM | Exit | 3M Co. | $0 | – | -334,982 | – | -2.45% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -1,149,365 | – | -2.56% | – |
| T | Exit | AT&T Inc. | $0 | – | -1,882,315 | – | -2.57% | – |
| MET | Exit | MetLife Inc. | $0 | – | -1,430,545 | – | -2.59% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -1,004,100 | – | -2.60% | – |
| CB | Exit | Chubb Ltd. | $0 | – | -525,771 | – | -2.61% | – |
| NVS | Exit | Novartis AG (ADR)adr | $0 | – | -873,916 | – | -2.61% | – |
| RTN | Exit | Raytheon Co. | $0 | – | -403,885 | – | -2.62% | – |
| UN | Exit | Unilever NV (ADR)adr | $0 | – | -1,281,394 | – | -2.64% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -804,405 | – | -2.68% | – |
| BCE | Exit | BCE Inc. | $0 | – | -1,655,988 | – | -2.70% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -835,135 | – | -2.78% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -2,382,585 | – | -2.79% | – |
| WELL | Exit | Welltower Inc. | $0 | – | -1,148,000 | – | -2.81% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -555,400 | – | -2.84% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -637,950 | – | -2.89% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -729,535 | – | -2.99% | – |
| DWDP | Exit | DowDuPont Inc. | $0 | – | -1,249,188 | – | -3.01% | – |
Q3 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| DWDP | New | DowDuPont Inc. | $86,481,000 | – | 1,249,188 | – | 3.01% | – |
| CVX | Sell | Chevron Corp. | $85,720,000 | +9.7% | 729,535 | -2.6% | 2.99% | +8.7% |
| JNJ | Buy | Johnson & Johnson | $82,940,000 | -1.5% | 637,950 | +0.2% | 2.89% | -2.4% |
| NEE | Sell | NextEra Energy Inc | $81,394,000 | -6.1% | 555,400 | -10.2% | 2.84% | -7.0% |
| WELL | Buy | Welltower Inc. | $80,681,000 | -5.4% | 1,148,000 | +0.7% | 2.81% | -6.3% |
| CSCO | Sell | Cisco Systems Inc. | $80,126,000 | +6.5% | 2,382,585 | -0.9% | 2.79% | +5.5% |
| JPM | Sell | JP Morgan Chase & Co. | $79,764,000 | -12.2% | 835,135 | -16.0% | 2.78% | -13.0% |
| BCE | Sell | BCE Inc. | $77,550,000 | +1.9% | 1,655,988 | -2.0% | 2.70% | +1.0% |
| GPC | Buy | Genuine Parts Co. | $76,941,000 | +3.5% | 804,405 | +0.4% | 2.68% | +2.6% |
| UN | Sell | Unilever NV (ADR)adr | $75,654,000 | +2.1% | 1,281,394 | -4.4% | 2.64% | +1.2% |
| RTN | Sell | Raytheon Co. | $75,357,000 | +12.6% | 403,885 | -2.5% | 2.62% | +11.6% |
| NVS | Sell | Novartis AG (ADR)adr | $75,026,000 | +1.2% | 873,916 | -1.6% | 2.61% | +0.3% |
| CB | Buy | Chubb Ltd. | $74,949,000 | -1.6% | 525,771 | +0.4% | 2.61% | -2.5% |
| MSFT | Sell | Microsoft Corp. | $74,795,000 | -6.3% | 1,004,100 | -13.3% | 2.60% | -7.2% |
| MET | Buy | MetLife Inc. | $74,317,000 | -4.4% | 1,430,545 | +1.1% | 2.59% | -5.2% |
| T | Sell | AT&T Inc. | $73,730,000 | +3.3% | 1,882,315 | -0.5% | 2.57% | +2.3% |
| MRK | Buy | Merck & Co. Inc. | $73,594,000 | +1.5% | 1,149,365 | +1.6% | 2.56% | +0.6% |
| TRV | Buy | The Travelers Companies Inc. | $68,240,000 | -2.6% | 556,970 | +0.6% | 2.38% | -3.5% |
| PFE | Buy | Pfizer Inc. | $67,249,000 | +11.2% | 1,883,725 | +4.6% | 2.34% | +10.2% |
| WFC | Buy | Wells Fargo & Co. | $64,513,000 | +0.1% | 1,169,780 | +0.5% | 2.25% | -0.8% |
| GE | Buy | General Electric Co. | $63,756,000 | -10.1% | 2,636,730 | +0.4% | 2.22% | -10.9% |
| INTC | Sell | Intel Corp. | $63,504,000 | +12.4% | 1,667,650 | -0.4% | 2.21% | +11.4% |
| MO | Buy | Altria Group Inc. | $62,238,000 | -13.1% | 981,370 | +2.1% | 2.17% | -13.9% |
| AZN | Sell | AstraZeneca PLC (ADR)adr | $59,737,000 | -1.8% | 1,763,196 | -1.2% | 2.08% | -2.7% |
| GLW | Buy | Corning Inc. | $58,267,000 | -0.2% | 1,947,415 | +0.3% | 2.03% | -1.1% |
| BA | Sell | Boeing Co. | $57,398,000 | +3.4% | 225,790 | -19.5% | 2.00% | +2.5% |
| COP | Sell | ConocoPhillips | $57,260,000 | +13.7% | 1,144,050 | -0.1% | 2.00% | +12.7% |
| RDSB | Buy | Royal Dutch Shell PLC (ADR) Cladr | $56,746,000 | +24.0% | 907,350 | +8.0% | 1.98% | +22.9% |
| PM | Buy | Philip Morris International In | $55,663,000 | -5.0% | 501,419 | +0.5% | 1.94% | -5.9% |
| HSBC | Sell | HSBC Holdings PLC (ADR)adr | $53,876,000 | +5.0% | 1,090,390 | -1.4% | 1.88% | +4.1% |
| KMB | Sell | Kimberly-Clark Corp. | $48,427,000 | -31.3% | 411,515 | -24.7% | 1.69% | -31.9% |
| XOM | Buy | Exxon Mobil Corp. | $45,456,000 | +169.0% | 554,480 | +164.9% | 1.58% | +166.5% |
| HCP | Buy | HCP Inc. | $30,285,000 | -10.8% | 1,088,200 | +2.4% | 1.06% | -11.6% |
| JCI | Sell | Johnson Controls International | $27,353,000 | -36.6% | 678,900 | -31.8% | 0.95% | -37.2% |
| SIEGY | Buy | Siemens AG (ADR)adr | $24,900,000 | +2055.8% | 351,940 | +2007.4% | 0.87% | +2014.6% |
| NILSY | Buy | MMC Norilsk Nickel PJSC | $12,184,000 | +228.8% | 707,755 | +163.5% | 0.42% | +226.2% |
| Buy | Globaltrans Investment PLC | $9,816,000 | +34.0% | 1,048,757 | +8.8% | 0.34% | +32.6% | |
| VIV | Buy | Telefonica Brasil SA (ADR)adr | $8,864,000 | +73.9% | 559,565 | +48.1% | 0.31% | +72.6% |
| Buy | BNP Paribas | $8,359,000 | +20.6% | 103,620 | +7.7% | 0.29% | +19.3% | |
| Sell | Value Partners Group Ltd. | $8,128,000 | -4.5% | 9,005,850 | -3.7% | 0.28% | -5.4% | |
| BHF | New | Brighthouse Financial Inc. | $7,523,000 | – | 123,730 | – | 0.26% | – |
| Sell | Allianz SE | $7,427,000 | +13.3% | 33,080 | -0.6% | 0.26% | +12.6% | |
| Buy | Smurfit Kappa Group PLC | $7,437,000 | +4.7% | 237,425 | +4.1% | 0.26% | +3.6% | |
| Sell | Siemens AG | $7,342,000 | -1.3% | 52,110 | -3.7% | 0.26% | -2.3% | |
| ABB | Sell | ABB Ltd. (ADR)adr | $7,094,000 | -10.5% | 286,620 | -10.0% | 0.25% | -11.5% |
| Buy | United Overseas Bank Ltd. | $6,971,000 | +3.5% | 402,360 | +0.3% | 0.24% | +2.5% | |
| ESLT | Sell | Elbit Systems Ltd. | $6,599,000 | -22.8% | 44,950 | -35.1% | 0.23% | -23.6% |
| Buy | BAE Systems PLC | $6,504,000 | +6.9% | 768,630 | +4.2% | 0.23% | +6.1% | |
| Sell | KT&G Corp. | $6,191,000 | -11.2% | 67,200 | -1.5% | 0.22% | -11.8% | |
| Sell | Nestle S.A. | $6,126,000 | -6.6% | 73,130 | -2.9% | 0.21% | -7.8% | |
| Sell | PT Bank Rakyat Indonesia | $5,910,000 | -15.5% | 5,211,300 | -14.8% | 0.21% | -16.3% | |
| Buy | Roche Holding AG | $5,756,000 | +10.1% | 22,545 | +9.8% | 0.20% | +9.2% | |
| Buy | Sanofi | $5,607,000 | +13.2% | 56,465 | +9.1% | 0.20% | +12.1% | |
| Sell | Smiths Group PLC | $5,523,000 | -8.1% | 261,370 | -9.6% | 0.19% | -9.0% | |
| SBRCY | Buy | Sberbank of Russia PJSC (ADR)adr | $5,470,000 | +70.7% | 383,350 | +24.3% | 0.19% | +69.0% |
| Buy | Engie | $5,416,000 | +32.4% | 318,870 | +17.7% | 0.19% | +31.2% | |
| TTE | Buy | Total SA (ADR)adr | $5,278,000 | +23.5% | 98,620 | +14.5% | 0.18% | +22.7% |
| BTI | Sell | British American Tobacco PLC (adr | $5,109,000 | -18.5% | 81,790 | -10.6% | 0.18% | -19.1% |
| Buy | Royal Dutch Shell Class B | $5,022,000 | +89.4% | 163,340 | +65.5% | 0.18% | +88.2% | |
| MFC | Sell | Manulife Financial Corp. | $4,801,000 | +3.5% | 236,600 | -4.3% | 0.17% | +2.5% |
| Buy | Imperial Brands PLC | $4,748,000 | +60.7% | 111,300 | +69.3% | 0.16% | +58.7% | |
| VZ | Sell | Verizon Communications Inc. | $4,606,000 | +0.2% | 93,060 | -9.6% | 0.16% | -1.2% |
| EIX | Buy | Edison International | $4,507,000 | +5.9% | 58,400 | +7.3% | 0.16% | +4.7% |
| Sell | Japan Tobacco Inc. | $4,496,000 | -18.8% | 137,160 | -13.0% | 0.16% | -19.5% | |
| Sell | Prosieben Sat. 1 Media | $4,292,000 | -24.2% | 125,935 | -6.9% | 0.15% | -24.6% | |
| ETN | New | Eaton Corp. PLC (ADR)adr | $4,285,000 | – | 55,805 | – | 0.15% | – |
| Buy | Sonic Healthcare Ltd. | $4,169,000 | -11.6% | 254,255 | +0.4% | 0.14% | -12.7% | |
| Sell | CTCI Corp. | $4,160,000 | -20.4% | 2,594,000 | -15.3% | 0.14% | -21.2% | |
| Sell | GlaxoSmithKline PLC | $4,037,000 | -31.3% | 202,425 | -26.6% | 0.14% | -31.6% | |
| Sell | Zurich Insurance Group AG | $4,040,000 | -17.7% | 13,240 | -21.5% | 0.14% | -18.5% | |
| PPL | Sell | PPL Corp. | $3,867,000 | -9.3% | 101,900 | -7.6% | 0.14% | -10.0% |
| HON | Sell | Honeywell International Inc. | $3,260,000 | +5.6% | 23,000 | -0.6% | 0.11% | +5.6% |
| ADM | Buy | Archer-Daniels-Midland Co. | $3,216,000 | +30.2% | 75,650 | +26.7% | 0.11% | +28.7% |
| Sell | Muenchener Ruechversicherungs | $3,197,000 | +1.6% | 14,950 | -4.2% | 0.11% | 0.0% | |
| New | Indo Tambangraya Megah PT | $3,015,000 | – | 2,005,700 | – | 0.10% | – | |
| CHL | Sell | China Mobile Ltd. (ADR)adr | $2,946,000 | -36.9% | 58,250 | -33.7% | 0.10% | -37.2% |
| NVO | Buy | Novo Nordisk A/S (ADR)adr | $2,897,000 | +279.7% | 60,160 | +238.4% | 0.10% | +274.1% |
| Sell | XTEP International Holdings | $2,431,000 | -17.7% | 7,060,500 | -7.8% | 0.08% | -18.3% | |
| Sell | Honda Motor Co. Ltd. | $1,952,000 | -22.1% | 65,900 | -28.4% | 0.07% | -22.7% | |
| Sell | Magyar Telekom Telecommunicati | $1,675,000 | -50.6% | 920,150 | -52.7% | 0.06% | -51.3% | |
| Sell | Xinhua Winshare Publishing | $1,621,000 | -8.8% | 1,978,000 | -6.6% | 0.06% | -9.7% | |
| BWA | Sell | BorgWarner Inc. | $812,000 | -24.5% | 15,845 | -37.6% | 0.03% | -26.3% |
| DVN | New | Devon Energy Corp. | $363,000 | – | 9,875 | – | 0.01% | – |
| CMI | Buy | Cummins Inc. | $355,000 | +27.2% | 2,115 | +23.0% | 0.01% | +20.0% |
| ALV | Sell | Autoliv Inc. | $352,000 | -46.3% | 2,845 | -52.3% | 0.01% | -47.8% |
| TEL | Sell | TE Connectivity Ltd. | $327,000 | -56.8% | 3,935 | -59.1% | 0.01% | -59.3% |
| GILD | Sell | Gilead Sciences Inc. | $309,000 | -45.4% | 3,815 | -52.3% | 0.01% | -45.0% |
| Sell | Bayer AG | $297,000 | -59.6% | 2,180 | -61.7% | 0.01% | -61.5% | |
| IBM | Sell | International Business Machine | $211,000 | -48.5% | 1,455 | -45.4% | 0.01% | -50.0% |
| TAHO | Sell | Tahoe Resources Inc. | $108,000 | -82.7% | 20,500 | -71.8% | 0.00% | -81.8% |
| ASX | New | Advanced Semiconductor Engineeadr | $84,000 | – | 13,535 | – | 0.00% | – |
| BW | New | Babcock & Wilcox Enterprises I | $40,000 | – | 12,060 | – | 0.00% | – |
| MTRX | Exit | Matrix Service Co. | $0 | – | -16,750 | – | -0.01% | – |
| QSII | Exit | Quality Systems Inc. | $0 | – | -10,530 | – | -0.01% | – |
| SLB | Exit | Schlumberger Ltd. | $0 | – | -4,700 | – | -0.01% | – |
| WPM | Exit | Wheaton Precious Metals Corp | $0 | – | -21,285 | – | -0.02% | – |
| Exit | Greatview Aseptic Packaging | $0 | – | -733,160 | – | -0.02% | – | |
| DOX | Exit | Amdocs Ltd. | $0 | – | -7,370 | – | -0.02% | – |
| KO | Exit | The Coca-Cola Co. | $0 | – | -11,640 | – | -0.02% | – |
| RGLD | Exit | Royal Gold Inc. | $0 | – | -6,500 | – | -0.02% | – |
| CVS | Exit | CVS Caremark Corp. | $0 | – | -7,035 | – | -0.02% | – |
| Exit | Nagacorp Ltd. | $0 | – | -1,950,000 | – | -0.04% | – | |
| Exit | Asseco Poland SA | $0 | – | -241,534 | – | -0.11% | – | |
| Exit | Hyundai Motor Co. | $0 | – | -52,305 | – | -0.26% | – | |
| Exit | CLSA - Power Grid Corp Exp 11/adr | $0 | – | -3,034,958 | – | -0.35% | – | |
| Exit | CLSA - Indiabulls Housing Finaadr | $0 | – | -693,266 | – | -0.41% | – | |
| DD | Exit | EI du Pont de Nemours & Co. | $0 | – | -1,058,950 | – | -3.00% | – |
Q2 2017
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JPM | New | JP Morgan Chase & Co. | $90,890,000 | – | 994,420 | – | 3.20% | – |
| NEE | New | NextEra Energy Inc | $86,688,000 | – | 618,625 | – | 3.05% | – |
| DD | New | EI du Pont de Nemours & Co. | $85,468,000 | – | 1,058,950 | – | 3.00% | – |
| WELL | New | Welltower Inc. | $85,329,000 | – | 1,140,000 | – | 3.00% | – |
| JNJ | New | Johnson & Johnson | $84,225,000 | – | 636,670 | – | 2.96% | – |
| MSFT | New | Microsoft Corp. | $79,843,000 | – | 1,158,325 | – | 2.81% | – |
| CVX | New | Chevron Corp. | $78,174,000 | – | 749,300 | – | 2.75% | – |
| MET | New | MetLife Inc. | $77,725,000 | – | 1,414,720 | – | 2.73% | – |
| CB | New | Chubb Ltd. | $76,155,000 | – | 523,831 | – | 2.68% | – |
| BCE | New | BCE Inc. | $76,074,000 | – | 1,689,033 | – | 2.67% | – |
| CSCO | New | Cisco Systems Inc. | $75,237,000 | – | 2,403,725 | – | 2.64% | – |
| GPC | New | Genuine Parts Co. | $74,316,000 | – | 801,165 | – | 2.61% | – |
| NVS | New | Novartis AG (ADR)adr | $74,121,000 | – | 887,991 | – | 2.61% | – |
| UN | New | Unilever NV (ADR)adr | $74,086,000 | – | 1,340,444 | – | 2.60% | – |
| MRK | New | Merck & Co. Inc. | $72,494,000 | – | 1,131,125 | – | 2.55% | – |
| MO | New | Altria Group Inc. | $71,614,000 | – | 961,650 | – | 2.52% | – |
| T | New | AT&T Inc. | $71,405,000 | – | 1,892,525 | – | 2.51% | – |
| GE | New | General Electric Co. | $70,927,000 | – | 2,625,955 | – | 2.49% | – |
| KMB | New | Kimberly-Clark Corp. | $70,513,000 | – | 546,150 | – | 2.48% | – |
| TRV | New | The Travelers Companies Inc. | $70,070,000 | – | 553,780 | – | 2.46% | – |
| MMM | New | 3M Co. | $69,740,000 | – | 334,982 | – | 2.45% | – |
| RTN | New | Raytheon Co. | $66,899,000 | – | 414,285 | – | 2.35% | – |
| WFC | New | Wells Fargo & Co. | $64,467,000 | – | 1,163,450 | – | 2.27% | – |
| DEO | New | Diageo PLC (ADR)adr | $61,821,000 | – | 515,905 | – | 2.17% | – |
| AZN | New | AstraZeneca PLC (ADR)adr | $60,846,000 | – | 1,784,866 | – | 2.14% | – |
| PFE | New | Pfizer Inc. | $60,472,000 | – | 1,800,284 | – | 2.13% | – |
| PM | New | Philip Morris International In | $58,623,000 | – | 499,129 | – | 2.06% | – |
| GLW | New | Corning Inc. | $58,368,000 | – | 1,942,365 | – | 2.05% | – |
| INTC | New | Intel Corp. | $56,485,000 | – | 1,674,135 | – | 1.99% | – |
| BA | New | Boeing Co. | $55,493,000 | – | 280,620 | – | 1.95% | – |
| HSBC | New | HSBC Holdings PLC (ADR)adr | $51,289,000 | – | 1,105,600 | – | 1.80% | – |
| COP | New | ConocoPhillips | $50,343,000 | – | 1,145,200 | – | 1.77% | – |
| LLY | New | Eli Lilly & Co. | $49,878,000 | – | 606,050 | – | 1.75% | – |
| RDSB | New | Royal Dutch Shell PLC (ADR) Cladr | $45,746,000 | – | 840,450 | – | 1.61% | – |
| JCI | New | Johnson Controls International | $43,157,000 | – | 995,320 | – | 1.52% | – |
| HCP | New | HCP Inc. | $33,960,000 | – | 1,062,570 | – | 1.19% | – |
| XOM | New | Exxon Mobil Corp. | $16,901,000 | – | 209,355 | – | 0.59% | – |
| New | AIA Group Ltd | $12,526,000 | – | 1,714,200 | – | 0.44% | – | |
| New | CLSA - Indiabulls Housing Finaadr | $11,547,000 | – | 693,266 | – | 0.41% | – | |
| IBN | New | ICICI Bank Ltd. (ADR)adr | $11,468,000 | – | 1,278,475 | – | 0.40% | – |
| TSM | New | Taiwan Semiconductor Manufactuadr | $10,346,000 | – | 295,950 | – | 0.36% | – |
| New | CLSA - Power Grid Corp Exp 11/adr | $9,890,000 | – | 3,034,958 | – | 0.35% | – | |
| New | OPAP SA | $8,642,000 | – | 764,300 | – | 0.30% | – | |
| ESLT | New | Elbit Systems Ltd. | $8,549,000 | – | 69,310 | – | 0.30% | – |
| New | Value Partners Group Ltd. | $8,514,000 | – | 9,348,850 | – | 0.30% | – | |
| New | China Everbright LTD | $8,503,000 | – | 3,905,000 | – | 0.30% | – | |
| ABB | New | ABB Ltd. (ADR)adr | $7,926,000 | – | 318,300 | – | 0.28% | – |
| New | HSBC Holdings PLC | $7,538,000 | – | 810,133 | – | 0.26% | – | |
| New | Siemens AG | $7,440,000 | – | 54,130 | – | 0.26% | – | |
| New | Globaltrans Investment PLC | $7,325,000 | – | 963,757 | – | 0.26% | – | |
| New | Hyundai Motor Co. | $7,285,000 | – | 52,305 | – | 0.26% | – | |
| LUKOY | New | Lukoil PJSC (ADR)adr | $7,238,000 | – | 148,360 | – | 0.25% | – |
| New | Smurfit Kappa Group PLC | $7,100,000 | – | 228,100 | – | 0.25% | – | |
| New | PT Bank Rakyat Indonesia | $6,998,000 | – | 6,119,000 | – | 0.25% | – | |
| New | KT&G Corp. | $6,968,000 | – | 68,200 | – | 0.24% | – | |
| New | BNP Paribas | $6,932,000 | – | 96,250 | – | 0.24% | – | |
| New | United Overseas Bank Ltd. | $6,737,000 | – | 401,160 | – | 0.24% | – | |
| New | Nestle S.A. | $6,557,000 | – | 75,340 | – | 0.23% | – | |
| New | Allianz SE | $6,556,000 | – | 33,295 | – | 0.23% | – | |
| New | BOC Hong Kong Holdings Ltd. | $6,293,000 | – | 1,315,500 | – | 0.22% | – | |
| BTI | New | British American Tobacco PLC (adr | $6,271,000 | – | 91,490 | – | 0.22% | – |
| SBS | New | Companhia de Saneamento Basicoadr | $6,239,000 | – | 655,400 | – | 0.22% | – |
| New | BAE Systems PLC | $6,086,000 | – | 737,675 | – | 0.21% | – | |
| New | Smiths Group PLC | $6,011,000 | – | 289,000 | – | 0.21% | – | |
| New | GlaxoSmithKline PLC | $5,873,000 | – | 275,720 | – | 0.21% | – | |
| New | Prosieben Sat. 1 Media | $5,662,000 | – | 135,305 | – | 0.20% | – | |
| New | Japan Tobacco Inc. | $5,534,000 | – | 157,700 | – | 0.20% | – | |
| New | PT Telekomunikasi Indonesia Pe | $5,443,000 | – | 16,059,200 | – | 0.19% | – | |
| New | Roche Holding AG | $5,228,000 | – | 20,530 | – | 0.18% | – | |
| New | CTCI Corp. | $5,225,000 | – | 3,064,000 | – | 0.18% | – | |
| VIV | New | Telefonica Brasil SA (ADR)adr | $5,097,000 | – | 377,810 | – | 0.18% | – |
| New | Great Wall Motor Company Ltd. | $5,030,000 | – | 4,073,500 | – | 0.18% | – | |
| New | Sanofi | $4,953,000 | – | 51,775 | – | 0.17% | – | |
| ABEV | New | Ambev SA (ADR)adr | $4,942,000 | – | 900,250 | – | 0.17% | – |
| New | Zurich Insurance Group AG | $4,910,000 | – | 16,870 | – | 0.17% | – | |
| New | Sonic Healthcare Ltd. | $4,715,000 | – | 253,325 | – | 0.17% | – | |
| CHL | New | China Mobile Ltd. (ADR)adr | $4,667,000 | – | 87,900 | – | 0.16% | – |
| New | Ascendas India Trust | $4,623,000 | – | 5,607,700 | – | 0.16% | – | |
| MFC | New | Manulife Financial Corp. | $4,637,000 | – | 247,200 | – | 0.16% | – |
| VZ | New | Verizon Communications Inc. | $4,599,000 | – | 102,980 | – | 0.16% | – |
| PPL | New | PPL Corp. | $4,264,000 | – | 110,300 | – | 0.15% | – |
| EIX | New | Edison International | $4,257,000 | – | 54,450 | – | 0.15% | – |
| TTE | New | Total SA (ADR)adr | $4,272,000 | – | 86,145 | – | 0.15% | – |
| New | Engie | $4,090,000 | – | 270,980 | – | 0.14% | – | |
| New | Nippon Telegraph & Telephone C | $4,019,000 | – | 85,130 | – | 0.14% | – | |
| New | Major Cineplex Group | $3,931,000 | – | 3,952,200 | – | 0.14% | – | |
| NILSY | New | MMC Norilsk Nickel PJSC | $3,706,000 | – | 268,570 | – | 0.13% | – |
| New | Magyar Telekom Telecommunicati | $3,394,000 | – | 1,945,150 | – | 0.12% | – | |
| VET | New | Vermilion Energy Inc. | $3,281,000 | – | 103,400 | – | 0.12% | – |
| SBRCY | New | Sberbank of Russia PJSC (ADR)adr | $3,204,000 | – | 308,350 | – | 0.11% | – |
| New | Asseco Poland SA | $3,179,000 | – | 241,534 | – | 0.11% | – | |
| New | Muenchener Ruechversicherungs | $3,147,000 | – | 15,610 | – | 0.11% | – | |
| New | RHT Health Trust | $3,129,000 | – | 4,814,100 | – | 0.11% | – | |
| HON | New | Honeywell International Inc. | $3,086,000 | – | 23,150 | – | 0.11% | – |
| New | Orkla-Borregaard AS | $2,990,000 | – | 294,350 | – | 0.10% | – | |
| New | Imperial Brands PLC | $2,954,000 | – | 65,760 | – | 0.10% | – | |
| New | XTEP International Holdings | $2,953,000 | – | 7,660,500 | – | 0.10% | – | |
| ADNT | New | Adient PLC | $2,897,000 | – | 44,312 | – | 0.10% | – |
| New | Royal Dutch Shell Class B | $2,651,000 | – | 98,700 | – | 0.09% | – | |
| New | Honda Motor Co. Ltd. | $2,506,000 | – | 92,000 | – | 0.09% | – | |
| ADM | New | Archer-Daniels-Midland Co. | $2,470,000 | – | 59,700 | – | 0.09% | – |
| VOD | New | Vodafone Group PLC (ADR)adr | $2,345,000 | – | 81,620 | – | 0.08% | – |
| New | Singapore Telecommunications L | $1,890,000 | – | 669,000 | – | 0.07% | – | |
| New | Xinhua Winshare Publishing | $1,777,000 | – | 2,118,000 | – | 0.06% | – | |
| SIEGY | New | Siemens AG (ADR)adr | $1,155,000 | – | 16,700 | – | 0.04% | – |
| C | New | Citigroup Inc. | $1,144,000 | – | 17,100 | – | 0.04% | – |
| AET | New | Aetna Inc. | $1,101,000 | – | 7,250 | – | 0.04% | – |
| BWA | New | BorgWarner Inc. | $1,075,000 | – | 25,380 | – | 0.04% | – |
| MDT | New | Medtronic PLC | $1,035,000 | – | 11,660 | – | 0.04% | – |
| New | Nagacorp Ltd. | $1,024,000 | – | 1,950,000 | – | 0.04% | – | |
| ORCL | New | Oracle Corp. | $1,013,000 | – | 20,200 | – | 0.04% | – |
| BBT | New | BB&T Corp. | $947,000 | – | 20,850 | – | 0.03% | – |
| ARW | New | Arrow Electronics Inc. | $910,000 | – | 11,600 | – | 0.03% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $785,000 | – | 4,500 | – | 0.03% | – |
| TEL | New | TE Connectivity Ltd. | $757,000 | – | 9,620 | – | 0.03% | – |
| ALL | New | The Allstate Corp. | $761,000 | – | 8,600 | – | 0.03% | – |
| NVO | New | Novo Nordisk A/S (ADR)adr | $763,000 | – | 17,780 | – | 0.03% | – |
| New | Bayer AG | $735,000 | – | 5,685 | – | 0.03% | – | |
| NEM | New | Newmont Mining Corp. | $751,000 | – | 23,200 | – | 0.03% | – |
| DIS | New | The Walt Disney Co. | $733,000 | – | 6,900 | – | 0.03% | – |
| MS | New | Morgan Stanley | $677,000 | – | 15,200 | – | 0.02% | – |
| GSK | New | GlaxoSmithKline PLC (ADR)adr | $679,000 | – | 15,740 | – | 0.02% | – |
| HAL | New | Halliburton Co. | $685,000 | – | 16,050 | – | 0.02% | – |
| ALV | New | Autoliv Inc. | $655,000 | – | 5,965 | – | 0.02% | – |
| TAHO | New | Tahoe Resources Inc. | $626,000 | – | 72,590 | – | 0.02% | – |
| MBT | New | Mobile TeleSystems PJSC (ADR)adr | $570,000 | – | 68,000 | – | 0.02% | – |
| CVS | New | CVS Caremark Corp. | $566,000 | – | 7,035 | – | 0.02% | – |
| GILD | New | Gilead Sciences Inc. | $566,000 | – | 8,000 | – | 0.02% | – |
| RGLD | New | Royal Gold Inc. | $508,000 | – | 6,500 | – | 0.02% | – |
| KO | New | The Coca-Cola Co. | $522,000 | – | 11,640 | – | 0.02% | – |
| DOX | New | Amdocs Ltd. | $475,000 | – | 7,370 | – | 0.02% | – |
| New | Greatview Aseptic Packaging | $457,000 | – | 733,160 | – | 0.02% | – | |
| WPM | New | Wheaton Precious Metals Corp | $423,000 | – | 21,285 | – | 0.02% | – |
| IBM | New | International Business Machine | $410,000 | – | 2,665 | – | 0.01% | – |
| SLB | New | Schlumberger Ltd. | $309,000 | – | 4,700 | – | 0.01% | – |
| CMI | New | Cummins Inc. | $279,000 | – | 1,720 | – | 0.01% | – |
| MTRX | New | Matrix Service Co. | $157,000 | – | 16,750 | – | 0.01% | – |
| QSII | New | Quality Systems Inc. | $181,000 | – | 10,530 | – | 0.01% | – |
| MITL | New | Mitel Networks Corp. | $125,000 | – | 16,960 | – | 0.00% | – |
| UCFC | New | United Community Financial Cor | $119,000 | – | 14,280 | – | 0.00% | – |
Q4 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| LXU | Exit | LSB Industries Inc. | $0 | – | -12,000 | – | -0.00% | – |
| ASNA | Exit | Ascena Retail Group Inc. | $0 | – | -19,000 | – | -0.00% | – |
| HBM | Exit | HudBay Minerals Inc. | $0 | – | -37,200 | – | -0.01% | – |
| QSII | Exit | Quality Systems Inc. | $0 | – | -14,525 | – | -0.01% | – |
| CR | Exit | Crane Co. | $0 | – | -3,355 | – | -0.01% | – |
| PWR | Exit | Quanta Services Inc. | $0 | – | -7,550 | – | -0.01% | – |
| CVBF | Exit | CVB Financial Corp. | $0 | – | -12,550 | – | -0.01% | – |
| AAN | Exit | Aaron's Inc. | $0 | – | -8,570 | – | -0.01% | – |
| NBHC | Exit | National Bank Holdings Corp. | $0 | – | -9,732 | – | -0.01% | – |
| XEC | Exit | Cimarex Energy Co. | $0 | – | -1,665 | – | -0.01% | – |
| Exit | ABB Ltd. | $0 | – | -10,000 | – | -0.01% | – | |
| AGO | Exit | Assured Guaranty Ltd. | $0 | – | -8,600 | – | -0.01% | – |
| LTXB | Exit | Legacy Texas Financial Group I | $0 | – | -7,800 | – | -0.01% | – |
| WRB | Exit | WR Berkley Corp. | $0 | – | -4,370 | – | -0.01% | – |
| IBM | Exit | International Business Machine | $0 | – | -1,880 | – | -0.01% | – |
| HPQ | Exit | Hewlett-Packard Co. | $0 | – | -25,100 | – | -0.01% | – |
| PH | Exit | Parker-Hannifin Corp. | $0 | – | -3,275 | – | -0.01% | – |
| Exit | Akzo Nobel N.V. | $0 | – | -6,710 | – | -0.02% | – | |
| MS | Exit | Morgan Stanley | $0 | – | -15,200 | – | -0.02% | – |
| BHP | Exit | BHP Billiton Ltd. (ADR) | $0 | – | -13,990 | – | -0.02% | – |
| ABT | Exit | Abbott Laboratories | $0 | – | -11,880 | – | -0.02% | – |
| FLR | Exit | Fluor Corp. | $0 | – | -10,575 | – | -0.02% | – |
| Exit | Deutsche Post AG | $0 | – | -17,065 | – | -0.02% | – | |
| SPLS | Exit | Staples Inc. | $0 | – | -60,700 | – | -0.02% | – |
| ALL | Exit | The Allstate Corp. | $0 | – | -8,600 | – | -0.02% | – |
| PDCO | Exit | Patterson Cos. Inc. | $0 | – | -12,730 | – | -0.02% | – |
| Exit | Unilever NV | $0 | – | -13,880 | – | -0.02% | – | |
| DIS | Exit | The Walt Disney Co. | $0 | – | -6,900 | – | -0.02% | – |
| DVN | Exit | Devon Energy Corp. | $0 | – | -14,415 | – | -0.02% | – |
| OMI | Exit | Owens & Minor Inc. | $0 | – | -19,265 | – | -0.02% | – |
| OII | Exit | Oceaneering International Inc. | $0 | – | -28,000 | – | -0.03% | – |
| C | Exit | Citigroup Inc. | $0 | – | -17,100 | – | -0.03% | – |
| BBT | Exit | BB&T Corp. | $0 | – | -20,850 | – | -0.03% | – |
| TKR | Exit | The Timken Co. | $0 | – | -25,190 | – | -0.03% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -20,650 | – | -0.03% | – |
| CSX | Exit | CSX Corp. | $0 | – | -30,450 | – | -0.03% | – |
| NEM | Exit | Newmont Mining Corp. | $0 | – | -23,200 | – | -0.03% | – |
| EIX | Exit | Edison International | $0 | – | -13,100 | – | -0.03% | – |
| TGT | Exit | Target Corp. | $0 | – | -14,120 | – | -0.03% | – |
| MDT | Exit | Medtronic PLC | $0 | – | -11,660 | – | -0.03% | – |
| TEL | Exit | TE Connectivity Ltd. | $0 | – | -16,230 | – | -0.04% | – |
| Exit | Greatview Aseptic Packaging | $0 | – | -2,062,000 | – | -0.04% | – | |
| ADM | Exit | Archer-Daniels-Midland Co. | $0 | – | -27,870 | – | -0.04% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -7,750 | – | -0.04% | – |
| BWA | Exit | BorgWarner Inc. | $0 | – | -35,645 | – | -0.04% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -22,635 | – | -0.04% | – |
| AET | Exit | Aetna Inc. | $0 | – | -11,050 | – | -0.04% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -32,795 | – | -0.04% | – |
| Exit | Bidvest Group Ltd | $0 | – | -115,650 | – | -0.05% | – | |
| Exit | BHP Billiton Ltd. | $0 | – | -79,500 | – | -0.05% | – | |
| PPL | Exit | PPL Corp. | $0 | – | -41,800 | – | -0.05% | – |
| Exit | China Merchants Port Holdings | $0 | – | -614,000 | – | -0.06% | – | |
| Exit | Prosieben Sat. 1 Media | $0 | – | -39,500 | – | -0.06% | – | |
| VZ | Exit | Verizon Communications Inc. | $0 | – | -33,070 | – | -0.06% | – |
| Exit | SABMiller PLC | $0 | – | -33,450 | – | -0.07% | – | |
| Exit | MMI Holdings Ltd. | $0 | – | -1,292,500 | – | -0.07% | – | |
| Exit | StatoilHydro ASA | $0 | – | -125,215 | – | -0.07% | – | |
| MBT | Exit | Mobile TeleSystems PJSC (ADR) | $0 | – | -286,000 | – | -0.07% | – |
| Exit | Royal Dutch Shell Class B | $0 | – | -98,700 | – | -0.09% | – | |
| Exit | Xinhua Winshare Publishing | $0 | – | -2,550,000 | – | -0.09% | – | |
| Exit | Nagacorp Ltd. | $0 | – | -4,090,000 | – | -0.09% | – | |
| SIEGY | Exit | Siemens AG (ADR) | $0 | – | -23,260 | – | -0.09% | – |
| Exit | Engie | $0 | – | -178,100 | – | -0.09% | – | |
| Exit | OPAP SA | $0 | – | -326,191 | – | -0.09% | – | |
| GSK | Exit | GlaxoSmithKline PLC (ADR) | $0 | – | -65,200 | – | -0.10% | – |
| Exit | Zurich Insurance Group AG | $0 | – | -11,470 | – | -0.10% | – | |
| Exit | Honda Motor Co. Ltd. | $0 | – | -112,000 | – | -0.11% | – | |
| Exit | Fibra Uno Administracion SA | $0 | – | -1,793,450 | – | -0.11% | – | |
| Exit | RTL Group S.A. | $0 | – | -40,489 | – | -0.11% | – | |
| Exit | PT Semen Indonesia Persero Tbk | $0 | – | -4,350,700 | – | -0.11% | – | |
| Exit | CTCI Corp. | $0 | – | -2,300,000 | – | -0.11% | – | |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -243,335 | – | -0.12% | – |
| Exit | Muenchener Ruechversicherungs | $0 | – | -18,540 | – | -0.12% | – | |
| Exit | BNP Paribas | $0 | – | -68,225 | – | -0.12% | – | |
| Exit | Orkla-Borregaard AS | $0 | – | -344,350 | – | -0.12% | – | |
| Exit | Magyar Telekom Telecommunicati | $0 | – | -2,177,000 | – | -0.12% | – | |
| Exit | Sanofi | $0 | – | -47,140 | – | -0.12% | – | |
| Exit | RHT Health Trust | $0 | – | -4,924,100 | – | -0.13% | – | |
| Exit | XTEP International Holdings | $0 | – | -8,220,000 | – | -0.13% | – | |
| Exit | Major Cineplex Group | $0 | – | -4,316,000 | – | -0.13% | – | |
| Exit | Allianz SE | $0 | – | -26,285 | – | -0.13% | – | |
| Exit | HSBC Holdings PLC | $0 | – | -550,133 | – | -0.14% | – | |
| VET | Exit | Vermillion Energy Inc. | $0 | – | -104,850 | – | -0.14% | – |
| BSMX | Exit | Grupo Financiero Santander Mex | $0 | – | -459,200 | – | -0.14% | – |
| Exit | Bayer AG | $0 | – | -42,120 | – | -0.14% | – | |
| Exit | China Everbright LTD | $0 | – | -2,274,000 | – | -0.16% | – | |
| Exit | Great Wall Motor Company Ltd. | $0 | – | -4,794,000 | – | -0.16% | – | |
| Exit | PT Bank Rakyat Indonesia | $0 | – | -5,000,000 | – | -0.16% | – | |
| Exit | Ascendas India Trust | $0 | – | -5,946,200 | – | -0.16% | – | |
| Exit | Asseco Poland SA | $0 | – | -322,924 | – | -0.16% | – | |
| Exit | BAE Systems PLC | $0 | – | -728,530 | – | -0.17% | – | |
| CHL | Exit | China Mobile Ltd. (ADR) | $0 | – | -80,760 | – | -0.17% | – |
| Exit | Hyundai Motor Co. | $0 | – | -41,305 | – | -0.17% | – | |
| Exit | Smiths Group PLC | $0 | – | -289,000 | – | -0.19% | – | |
| NILSY | Exit | MMC Norilsk Nickel PJSC | $0 | – | -351,490 | – | -0.19% | – |
| Exit | PT Telekomunikasi Indonesia Pe | $0 | – | -17,972,200 | – | -0.20% | – | |
| ABEV | Exit | Ambev SA (ADR) | $0 | – | -974,885 | – | -0.20% | – |
| Exit | Imperial Brands PLC | $0 | – | -118,330 | – | -0.21% | – | |
| Exit | Roche Holding AG | $0 | – | -24,680 | – | -0.21% | – | |
| Exit | Singapore Telecommunications L | $0 | – | -2,192,000 | – | -0.22% | – | |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -143,200 | – | -0.22% | – | |
| SBS | Exit | Companhia de Saneamento Basico | $0 | – | -704,900 | – | -0.22% | – |
| TTE | Exit | Total SA (ADR) | $0 | – | -136,780 | – | -0.22% | – |
| VIV | Exit | Telefonica Brasil SA (ADR) | $0 | – | -469,750 | – | -0.23% | – |
| IBN | Exit | ICICI Bank Ltd. (ADR) | $0 | – | -915,200 | – | -0.23% | – |
| ESLT | Exit | Elbit Systems Ltd. | $0 | – | -72,145 | – | -0.23% | – |
| Exit | BOC Hong Kong Holdings Ltd. | $0 | – | -2,035,500 | – | -0.23% | – | |
| Exit | GlaxoSmithKline PLC | $0 | – | -331,805 | – | -0.24% | – | |
| Exit | Nestle S.A. | $0 | – | -90,000 | – | -0.24% | – | |
| BTI | Exit | British American Tobacco PLC ( | $0 | – | -56,780 | – | -0.24% | – |
| Exit | Japan Tobacco Inc. | $0 | – | -180,640 | – | -0.25% | – | |
| Exit | Sonic Healthcare Ltd. | $0 | – | -448,470 | – | -0.26% | – | |
| ABB | Exit | ABB Ltd. (ADR) | $0 | – | -341,450 | – | -0.26% | – |
| Exit | United Overseas Bank Ltd. | $0 | – | -560,040 | – | -0.26% | – | |
| Exit | Value Partners Group Ltd. | $0 | – | -7,538,850 | – | -0.26% | – | |
| Exit | Siemens AG | $0 | – | -68,920 | – | -0.27% | – | |
| Exit | KT&G Corp. | $0 | – | -80,000 | – | -0.31% | – | |
| Exit | CNOOC Ltd | $0 | – | -7,587,000 | – | -0.32% | – | |
| Exit | AIA Group Ltd | $0 | – | -1,414,800 | – | -0.32% | – | |
| NVS | Exit | Novartis AG (ADR) | $0 | – | -119,480 | – | -0.32% | – |
| LUKOY | Exit | Lukoil PJSC | $0 | – | -210,210 | – | -0.35% | – |
| SJR | Exit | Shaw Communications Inc. (Cl B | $0 | – | -627,160 | – | -0.43% | – |
| JCI | Exit | Johnson Controls International | $0 | – | -514,831 | – | -0.81% | – |
| COP | Exit | ConocoPhillips | $0 | – | -650,030 | – | -0.96% | – |
| VOD | Exit | Vodafone Group PLC (ADR) | $0 | – | -1,062,855 | – | -1.05% | – |
| BCE | Exit | BCE Inc. | $0 | – | -698,210 | – | -1.09% | – |
| HCP | Exit | HCP Inc. | $0 | – | -877,550 | – | -1.13% | – |
| HSBC | Exit | HSBC Holdings PLC (ADR) | $0 | – | -1,102,410 | – | -1.40% | – |
| BA | Exit | Boeing Co. | $0 | – | -325,330 | – | -1.45% | – |
| RDSB | Exit | Royal Dutch Shell PLC (ADR) Cl | $0 | – | -887,650 | – | -1.59% | – |
| GLW | Exit | Corning Inc. | $0 | – | -2,065,895 | – | -1.65% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -1,184,810 | – | -1.78% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -699,555 | – | -1.90% | – |
| DEO | Exit | Diageo PLC (ADR) | $0 | – | -531,680 | – | -2.09% | – |
| INTC | Exit | Intel Corp. | $0 | – | -1,681,135 | – | -2.15% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -727,425 | – | -2.15% | – |
| AZN | Exit | AstraZeneca PLC (ADR) | $0 | – | -1,984,955 | – | -2.21% | – |
| CB | Exit | Chubb Ltd. | $0 | – | -528,326 | – | -2.25% | – |
| MET | Exit | MetLife Inc. | $0 | – | -1,518,810 | – | -2.28% | – |
| TRV | Exit | The Travelers Companies Inc. | $0 | – | -623,215 | – | -2.42% | – |
| PM | Exit | Philip Morris International In | $0 | – | -769,385 | – | -2.53% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -762,160 | – | -2.65% | – |
| DD | Exit | EI du Pont de Nemours & Co. | $0 | – | -1,179,025 | – | -2.67% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -796,570 | – | -2.71% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -2,406,940 | – | -2.76% | – |
| GE | Exit | General Electric Co. | $0 | – | -2,771,340 | – | -2.78% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -652,525 | – | -2.78% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -1,323,730 | – | -2.83% | – |
| MMM | Exit | 3M Co. | $0 | – | -499,510 | – | -2.98% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -1,330,250 | – | -3.00% | – |
| WELL | Exit | Welltower Inc. | $0 | – | -1,186,630 | – | -3.00% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -1,561,620 | – | -3.04% | – |
| UN | Exit | Unilever NV (ADR) | $0 | – | -2,011,075 | – | -3.14% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -1,487,815 | – | -3.14% | – |
| RTN | Exit | Raytheon Co. | $0 | – | -683,550 | – | -3.15% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -793,705 | – | -3.17% | – |
| NEE | Exit | NextEra Energy Inc | $0 | – | -798,050 | – | -3.30% | – |
| T | Exit | AT&T Inc. | $0 | – | -2,439,230 | – | -3.35% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -3,132,690 | – | -3.36% | – |
Q3 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| CSCO | Buy | Cisco Systems Inc. | $99,369,000 | +14.4% | 3,132,690 | +3.5% | 3.36% | +9.8% |
| T | Buy | AT&T Inc. | $99,057,000 | -5.7% | 2,439,230 | +0.3% | 3.35% | -9.5% |
| JNJ | Sell | Johnson & Johnson | $93,760,000 | -6.6% | 793,705 | -4.1% | 3.17% | -10.4% |
| RTN | Sell | Raytheon Co. | $93,052,000 | -1.8% | 683,550 | -2.0% | 3.15% | -5.8% |
| MRK | Buy | Merck & Co. Inc. | $92,855,000 | +10.8% | 1,487,815 | +2.3% | 3.14% | +6.3% |
| UN | Buy | Unilever NV (ADR) | $92,711,000 | -1.2% | 2,011,075 | +0.6% | 3.14% | -5.1% |
| MSFT | Buy | Microsoft Corp. | $89,949,000 | +12.7% | 1,561,620 | +0.1% | 3.04% | +8.2% |
| WELL | Buy | Welltower Inc. | $88,724,000 | -1.5% | 1,186,630 | +0.3% | 3.00% | -5.5% |
| JPM | Buy | JP Morgan Chase & Co. | $88,581,000 | +7.3% | 1,330,250 | +0.1% | 3.00% | +3.0% |
| MMM | Buy | 3M Co. | $88,029,000 | +2.8% | 499,510 | +2.2% | 2.98% | -1.3% |
| MO | Sell | Altria Group Inc. | $83,699,000 | -9.0% | 1,323,730 | -0.7% | 2.83% | -12.6% |
| GE | Sell | General Electric Co. | $82,087,000 | -7.7% | 2,771,340 | -1.9% | 2.78% | -11.4% |
| PFE | Buy | Pfizer Inc. | $81,523,000 | -0.2% | 2,406,940 | +3.8% | 2.76% | -4.2% |
| GPC | Buy | Genuine Parts Co. | $80,015,000 | -0.3% | 796,570 | +0.5% | 2.71% | -4.3% |
| DD | Sell | EI du Pont de Nemours & Co. | $78,959,000 | +1.1% | 1,179,025 | -2.2% | 2.67% | -3.0% |
| CVX | Sell | Chevron Corp. | $78,442,000 | -2.8% | 762,160 | -1.0% | 2.65% | -6.7% |
| PM | Sell | Philip Morris International In | $74,800,000 | -7.7% | 769,385 | -3.4% | 2.53% | -11.4% |
| TRV | Buy | The Travelers Companies Inc. | $71,389,000 | -3.2% | 623,215 | +0.6% | 2.42% | -7.1% |
| MET | Buy | MetLife Inc. | $67,481,000 | +11.7% | 1,518,810 | +0.1% | 2.28% | +7.2% |
| CB | Buy | Chubb Ltd. | $66,384,000 | -3.5% | 528,326 | +0.4% | 2.25% | -7.3% |
| AZN | Buy | AstraZeneca PLC (ADR) | $65,226,000 | +43.5% | 1,984,955 | +31.9% | 2.21% | +37.8% |
| XOM | Buy | Exxon Mobil Corp. | $63,490,000 | -4.5% | 727,425 | +2.6% | 2.15% | -8.3% |
| INTC | Buy | Intel Corp. | $63,463,000 | +16.7% | 1,681,135 | +1.4% | 2.15% | +12.0% |
| DEO | Buy | Diageo PLC (ADR) | $61,696,000 | +6.2% | 531,680 | +3.3% | 2.09% | +1.9% |
| WFC | Buy | Wells Fargo & Co. | $52,463,000 | +194.0% | 1,184,810 | +214.3% | 1.78% | +182.2% |
| GLW | Buy | Corning Inc. | $48,858,000 | +16.6% | 2,065,895 | +1.0% | 1.65% | +11.9% |
| RDSB | Buy | Royal Dutch Shell PLC (ADR) Cl | $46,895,000 | +148.4% | 887,650 | +163.3% | 1.59% | +138.6% |
| BA | Buy | Boeing Co. | $42,859,000 | +3.5% | 325,330 | +2.0% | 1.45% | -0.7% |
| HSBC | Buy | HSBC Holdings PLC (ADR) | $41,462,000 | +400.6% | 1,102,410 | +316.8% | 1.40% | +380.5% |
| BCE | Sell | BCE Inc. | $32,243,000 | -9.7% | 698,210 | -7.4% | 1.09% | -13.3% |
| VOD | Buy | Vodafone Group PLC (ADR) | $30,982,000 | +577.5% | 1,062,855 | +618.0% | 1.05% | +550.9% |
| COP | Buy | ConocoPhillips | $28,257,000 | +1.0% | 650,030 | +1.3% | 0.96% | -3.0% |
| JCI | New | Johnson Controls International | $23,955,000 | – | 514,831 | – | 0.81% | – |
| SJR | Buy | Shaw Communications Inc. (Cl B | $12,832,000 | +8.3% | 627,160 | +1.7% | 0.43% | +4.1% |
| LUKOY | Buy | Lukoil PJSC | $10,235,000 | +38.5% | 210,210 | +18.8% | 0.35% | +33.1% |
| NVS | Buy | Novartis AG (ADR) | $9,434,000 | +2.5% | 119,480 | +7.1% | 0.32% | -1.5% |
| Buy | CNOOC Ltd | $9,410,000 | +17.0% | 7,587,000 | +17.0% | 0.32% | +12.0% | |
| Buy | AIA Group Ltd | $9,403,000 | +24.4% | 1,414,800 | +11.9% | 0.32% | +19.5% | |
| Buy | KT&G Corp. | $9,073,000 | +0.8% | 80,000 | +5.3% | 0.31% | -3.2% | |
| Buy | Value Partners Group Ltd. | $7,737,000 | +19.9% | 7,538,850 | +7.1% | 0.26% | +15.4% | |
| Buy | United Overseas Bank Ltd. | $7,733,000 | +91.6% | 560,040 | +89.8% | 0.26% | +84.5% | |
| ABB | Buy | ABB Ltd. (ADR) | $7,686,000 | +23.3% | 341,450 | +8.6% | 0.26% | +18.2% |
| Sell | Sonic Healthcare Ltd. | $7,555,000 | -0.7% | 448,470 | -5.3% | 0.26% | -4.5% | |
| ESLT | Sell | Elbit Systems Ltd. | $6,894,000 | -1.4% | 72,145 | -6.8% | 0.23% | -5.3% |
| Buy | BOC Hong Kong Holdings Ltd. | $6,876,000 | +261.9% | 2,035,500 | +220.3% | 0.23% | +247.8% | |
| IBN | Buy | ICICI Bank Ltd. (ADR) | $6,837,000 | +68.0% | 915,200 | +61.4% | 0.23% | +61.5% |
| VIV | Buy | Telefonica Brasil SA (ADR) | $6,797,000 | +16.2% | 469,750 | +9.2% | 0.23% | +11.7% |
| TTE | Sell | Total SA (ADR) | $6,524,000 | -9.1% | 136,780 | -8.3% | 0.22% | -12.6% |
| SBS | Buy | Companhia de Saneamento Basico | $6,527,000 | +74.5% | 704,900 | +68.9% | 0.22% | +67.4% |
| Buy | PT Telekomunikasi Indonesia Pe | $5,950,000 | +40.9% | 17,972,200 | +28.6% | 0.20% | +34.9% | |
| ABEV | Buy | Ambev SA (ADR) | $5,937,000 | +36.2% | 974,885 | +32.2% | 0.20% | +30.5% |
| NILSY | Buy | MMC Norilsk Nickel PJSC | $5,617,000 | +418.7% | 351,490 | +331.3% | 0.19% | +400.0% |
| Buy | Smiths Group PLC | $5,485,000 | +49.5% | 289,000 | +20.9% | 0.19% | +44.2% | |
| Buy | Hyundai Motor Co. | $5,078,000 | +29.7% | 41,305 | +24.0% | 0.17% | +24.6% | |
| CHL | Buy | China Mobile Ltd. (ADR) | $4,968,000 | +79.0% | 80,760 | +68.4% | 0.17% | +71.4% |
| Sell | Asseco Poland SA | $4,705,000 | +4.3% | 322,924 | -5.3% | 0.16% | 0.0% | |
| Buy | Ascendas India Trust | $4,709,000 | +11.1% | 5,946,200 | +3.1% | 0.16% | +6.7% | |
| New | PT Bank Rakyat Indonesia | $4,685,000 | – | 5,000,000 | – | 0.16% | – | |
| Buy | Great Wall Motor Company Ltd. | $4,666,000 | +21.4% | 4,794,000 | +3.2% | 0.16% | +17.0% | |
| Buy | China Everbright LTD | $4,650,000 | +10008.7% | 2,274,000 | +9375.0% | 0.16% | +7750.0% | |
| Sell | Bayer AG | $4,231,000 | -16.3% | 42,120 | -16.8% | 0.14% | -19.7% | |
| Buy | HSBC Holdings PLC | $4,053,000 | +231.9% | 550,133 | +174.9% | 0.14% | +218.6% | |
| BSMX | Buy | Grupo Financiero Santander Mex | $4,041,000 | +126.1% | 459,200 | +133.6% | 0.14% | +117.5% |
| VET | New | Vermillion Energy Inc. | $4,062,000 | – | 104,850 | – | 0.14% | – |
| Sell | Allianz SE | $3,901,000 | -17.6% | 26,285 | -21.3% | 0.13% | -21.0% | |
| Buy | Major Cineplex Group | $3,837,000 | +16.2% | 4,316,000 | +22.8% | 0.13% | +12.1% | |
| Buy | XTEP International Holdings | $3,826,000 | -3.6% | 8,220,000 | +10.8% | 0.13% | -7.9% | |
| Sell | Sanofi | $3,582,000 | -42.5% | 47,140 | -37.1% | 0.12% | -45.0% | |
| New | Magyar Telekom Telecommunicati | $3,572,000 | – | 2,177,000 | – | 0.12% | – | |
| Sell | Muenchener Ruechversicherungs | $3,457,000 | -15.5% | 18,540 | -24.4% | 0.12% | -18.8% | |
| MFC | Buy | Manulife Financial Corp. | $3,433,000 | +24.7% | 243,335 | +20.8% | 0.12% | +19.6% |
| New | CTCI Corp. | $3,374,000 | – | 2,300,000 | – | 0.11% | – | |
| Sell | RTL Group S.A. | $3,370,000 | -44.1% | 40,489 | -45.0% | 0.11% | -46.2% | |
| Buy | PT Semen Indonesia Persero Tbk | $3,375,000 | +69.2% | 4,350,700 | +54.8% | 0.11% | +62.9% | |
| Sell | Fibra Uno Administracion SA | $3,275,000 | -29.6% | 1,793,450 | -18.1% | 0.11% | -32.3% | |
| Buy | Honda Motor Co. Ltd. | $3,189,000 | +56.2% | 112,000 | +36.6% | 0.11% | +50.0% | |
| Buy | Zurich Insurance Group AG | $2,952,000 | +42.2% | 11,470 | +35.4% | 0.10% | +37.0% | |
| GSK | Buy | GlaxoSmithKline PLC (ADR) | $2,812,000 | +101.3% | 65,200 | +102.3% | 0.10% | +93.9% |
| Sell | Engie | $2,759,000 | -21.4% | 178,100 | -18.3% | 0.09% | -25.0% | |
| SIEGY | Buy | Siemens AG (ADR) | $2,729,000 | +88.6% | 23,260 | +65.0% | 0.09% | +80.4% |
| Buy | Nagacorp Ltd. | $2,689,000 | +6.7% | 4,090,000 | +7.9% | 0.09% | +2.2% | |
| Buy | Xinhua Winshare Publishing | $2,607,000 | +709.6% | 2,550,000 | +750.0% | 0.09% | +700.0% | |
| Sell | Royal Dutch Shell Class B | $2,555,000 | -22.8% | 98,700 | -18.1% | 0.09% | -26.5% | |
| MBT | Sell | Mobile TeleSystems PJSC (ADR) | $2,182,000 | -51.1% | 286,000 | -46.9% | 0.07% | -52.9% |
| Sell | StatoilHydro ASA | $2,097,000 | -24.8% | 125,215 | -22.7% | 0.07% | -27.6% | |
| Buy | MMI Holdings Ltd. | $2,110,000 | +15.0% | 1,292,500 | +8.4% | 0.07% | +9.2% | |
| VZ | Sell | Verizon Communications Inc. | $1,719,000 | -95.8% | 33,070 | -95.4% | 0.06% | -95.9% |
| New | Prosieben Sat. 1 Media | $1,691,000 | – | 39,500 | – | 0.06% | – | |
| Buy | China Merchants Port Holdings | $1,635,000 | +11.1% | 614,000 | +10.8% | 0.06% | +5.8% | |
| PPL | Buy | PPL Corp. | $1,445,000 | +14.5% | 41,800 | +25.0% | 0.05% | +11.4% |
| ORCL | Buy | Oracle Corp. | $1,288,000 | +55.7% | 32,795 | +62.4% | 0.04% | +51.7% |
| BWA | Buy | BorgWarner Inc. | $1,254,000 | +347.9% | 35,645 | +275.2% | 0.04% | +320.0% |
| EMR | Buy | Emerson Electric Co. | $1,234,000 | +94.9% | 22,635 | +86.6% | 0.04% | +90.9% |
| ADM | New | Archer-Daniels-Midland Co. | $1,175,000 | – | 27,870 | – | 0.04% | – |
| TEL | New | TE Connectivity Ltd. | $1,045,000 | – | 16,230 | – | 0.04% | – |
| TGT | New | Target Corp. | $970,000 | – | 14,120 | – | 0.03% | – |
| EIX | Sell | Edison International | $946,000 | -22.4% | 13,100 | -16.6% | 0.03% | -25.6% |
| TKR | New | The Timken Co. | $885,000 | – | 25,190 | – | 0.03% | – |
| OII | New | Oceaneering International Inc. | $770,000 | – | 28,000 | – | 0.03% | – |
| OMI | New | Owens & Minor Inc. | $669,000 | – | 19,265 | – | 0.02% | – |
| New | Unilever NV | $640,000 | – | 13,880 | – | 0.02% | – | |
| DVN | Buy | Devon Energy Corp. | $636,000 | +159.6% | 14,415 | +113.6% | 0.02% | +144.4% |
| PDCO | New | Patterson Cos. Inc. | $585,000 | – | 12,730 | – | 0.02% | – |
| SPLS | New | Staples Inc. | $519,000 | – | 60,700 | – | 0.02% | – |
| FLR | New | Fluor Corp. | $543,000 | – | 10,575 | – | 0.02% | – |
| Sell | Deutsche Post AG | $533,000 | -54.6% | 17,065 | -59.4% | 0.02% | -56.1% | |
| ABT | New | Abbott Laboratories | $502,000 | – | 11,880 | – | 0.02% | – |
| BHP | New | BHP Billiton Ltd. (ADR) | $485,000 | – | 13,990 | – | 0.02% | – |
| New | Akzo Nobel N.V. | $454,000 | – | 6,710 | – | 0.02% | – | |
| PH | New | Parker-Hannifin Corp. | $411,000 | – | 3,275 | – | 0.01% | – |
| HPQ | New | Hewlett-Packard Co. | $390,000 | – | 25,100 | – | 0.01% | – |
| IBM | New | International Business Machine | $299,000 | – | 1,880 | – | 0.01% | – |
| NBHC | New | National Bank Holdings Corp. | $227,000 | – | 9,732 | – | 0.01% | – |
| New | ABB Ltd. | $225,000 | – | 10,000 | – | 0.01% | – | |
| XEC | New | Cimarex Energy Co. | $224,000 | – | 1,665 | – | 0.01% | – |
| CR | New | Crane Co. | $211,000 | – | 3,355 | – | 0.01% | – |
| PWR | New | Quanta Services Inc. | $211,000 | – | 7,550 | – | 0.01% | – |
| AAN | New | Aaron's Inc. | $218,000 | – | 8,570 | – | 0.01% | – |
| QSII | New | Quality Systems Inc. | $164,000 | – | 14,525 | – | 0.01% | – |
| LXFR | Exit | Luxfer Holdings PLC (ADR) | $0 | – | -10,450 | – | -0.00% | – |
| Exit | Baoxin Auto Group Ltd | $0 | – | -797,239 | – | -0.02% | – | |
| RIOCF | Exit | RioCan Real Estate Investment | $0 | – | -31,150 | – | -0.02% | – |
| Exit | Bajaj Holdings and Investment | $0 | – | -33,801 | – | -0.03% | – | |
| Exit | Rexam PLC | $0 | – | -128,549 | – | -0.04% | – | |
| SIMO | Exit | Silicon Motion Technology Corp | $0 | – | -24,200 | – | -0.04% | – |
| Exit | Nampak Ltd. | $0 | – | -1,133,200 | – | -0.05% | – | |
| TSM | Exit | Taiwan Semiconductor Manufactu | $0 | – | -295,700 | – | -0.27% | – |
| RHHBY | Exit | Roche Holding AG (ADR) | $0 | – | -495,900 | – | -0.58% | – |
| JCI | Exit | Johnson Controls Inc. | $0 | – | -589,620 | – | -0.92% | – |
| RY | Exit | Royal Bank of Canada | $0 | – | -650,000 | – | -1.35% | – |
Q2 2016
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| T | New | AT&T Inc. | $105,056,000 | – | 2,431,280 | – | 3.70% | – |
| NEE | New | Nextera Energy Inc | $104,066,000 | – | 798,050 | – | 3.67% | – |
| JNJ | New | Johnson & Johnson | $100,405,000 | – | 827,745 | – | 3.54% | – |
| RTN | New | Raytheon Co. | $94,777,000 | – | 697,145 | – | 3.34% | – |
| UN | New | Unilever NV (ADR) | $93,824,000 | – | 1,998,815 | – | 3.31% | – |
| MO | New | Altria Group Inc. | $91,937,000 | – | 1,333,200 | – | 3.24% | – |
| WELL | New | Welltower Inc. | $90,096,000 | – | 1,182,830 | – | 3.18% | – |
| KMB | New | Kimberly-Clark Corp. | $89,709,000 | – | 652,525 | – | 3.16% | – |
| GE | New | General Electric Co. | $88,940,000 | – | 2,825,275 | – | 3.14% | – |
| CSCO | New | Cisco Systems Inc. | $86,878,000 | – | 3,028,170 | – | 3.06% | – |
| MMM | New | 3M Co. | $85,591,000 | – | 488,755 | – | 3.02% | – |
| MRK | New | Merck & Co. Inc. | $83,827,000 | – | 1,455,070 | – | 2.96% | – |
| JPM | New | JP Morgan Chase & Co. | $82,538,000 | – | 1,328,260 | – | 2.91% | – |
| PFE | New | Pfizer Inc. | $81,669,000 | – | 2,319,480 | – | 2.88% | – |
| PM | New | Philip Morris International In | $81,053,000 | – | 796,820 | – | 2.86% | – |
| CVX | New | Chevron Corp. | $80,683,000 | – | 769,655 | – | 2.84% | – |
| GPC | New | Genuine Parts Co. | $80,241,000 | – | 792,500 | – | 2.83% | – |
| MSFT | New | Microsoft Corp. | $79,815,000 | – | 1,559,810 | – | 2.81% | – |
| DD | New | E.I. DuPont de Nemours & Co. | $78,132,000 | – | 1,205,735 | – | 2.75% | – |
| TRV | New | Travelers Cos. Inc. | $73,745,000 | – | 619,495 | – | 2.60% | – |
| CB | New | Chubb LTD | $68,775,000 | – | 526,166 | – | 2.42% | – |
| XOM | New | Exxon Mobil Corp. | $66,464,000 | – | 709,020 | – | 2.34% | – |
| MET | New | MetLife Inc. | $60,425,000 | – | 1,517,080 | – | 2.13% | – |
| DEO | New | Diageo PLC (ADR) | $58,106,000 | – | 514,760 | – | 2.05% | – |
| LLY | New | Eli Lilly & Co. | $55,090,000 | – | 699,555 | – | 1.94% | – |
| INTC | New | Intel Corp. | $54,383,000 | – | 1,658,010 | – | 1.92% | – |
| AZN | New | AstraZeneca PLC (ADR) | $45,444,000 | – | 1,505,265 | – | 1.60% | – |
| GLW | New | Corning Inc. | $41,899,000 | – | 2,045,855 | – | 1.48% | – |
| BA | New | Boeing Co. | $41,429,000 | – | 319,000 | – | 1.46% | – |
| VZ | New | Verizon Communications Inc. | $40,492,000 | – | 725,150 | – | 1.43% | – |
| RY | New | Royal Bank of Canada | $38,409,000 | – | 650,000 | – | 1.35% | – |
| BCE | New | BCE Inc. | $35,688,000 | – | 754,335 | – | 1.26% | – |
| HCP | New | HCP Inc. | $31,048,000 | – | 877,550 | – | 1.09% | – |
| COP | New | ConocoPhillips | $27,983,000 | – | 641,810 | – | 0.99% | – |
| JCI | New | Johnson Controls Inc. | $26,097,000 | – | 589,620 | – | 0.92% | – |
| RDSB | New | Royal Dutch Shell PLC (ADR) Cl | $18,878,000 | – | 337,100 | – | 0.66% | – |
| WFC | New | Wells Fargo & Co. | $17,844,000 | – | 377,020 | – | 0.63% | – |
| RHHBY | New | Roche Holding AG (ADR) | $16,340,000 | – | 495,900 | – | 0.58% | – |
| SJR | New | Shaw Communications Inc. (Cl B | $11,844,000 | – | 616,870 | – | 0.42% | – |
| NVS | New | Novartis AG (ADR) | $9,205,000 | – | 111,560 | – | 0.32% | – |
| New | KT&G Corp. | $9,002,000 | – | 76,000 | – | 0.32% | – | |
| HSBC | New | HSBC Holdings PLC (ADR) | $8,282,000 | – | 264,510 | – | 0.29% | – |
| New | CNOOC Ltd | $8,044,000 | – | 6,487,000 | – | 0.28% | – | |
| TSM | New | Taiwan Semiconductor Manufactu | $7,756,000 | – | 295,700 | – | 0.27% | – |
| New | Sonic Healthcare Ltd. | $7,609,000 | – | 473,470 | – | 0.27% | – | |
| New | AIA Group Ltd | $7,556,000 | – | 1,264,800 | – | 0.27% | – | |
| LUKOY | New | Lukoil PJSC | $7,389,000 | – | 176,900 | – | 0.26% | – |
| BTI | New | British American Tobacco PLC ( | $7,352,000 | – | 56,780 | – | 0.26% | – |
| TTE | New | Total SA (ADR) | $7,177,000 | – | 149,200 | – | 0.25% | – |
| New | Japan Tobacco Inc. | $7,176,000 | – | 180,640 | – | 0.25% | – | |
| New | GlaxoSmithKline PLC | $7,087,000 | – | 331,805 | – | 0.25% | – | |
| New | Siemens AG | $7,020,000 | – | 68,920 | – | 0.25% | – | |
| ESLT | New | Elbit Systems Ltd. | $6,992,000 | – | 77,400 | – | 0.25% | – |
| New | Nestle S.A. | $6,926,000 | – | 90,000 | – | 0.24% | – | |
| New | Singapore Telecommunications L | $6,721,000 | – | 2,192,000 | – | 0.24% | – | |
| New | Nippon Telegraph & Telephone C | $6,655,000 | – | 143,200 | – | 0.24% | – | |
| New | Roche Holding AG | $6,472,000 | – | 24,680 | – | 0.23% | – | |
| New | Value Partners Group Ltd. | $6,451,000 | – | 7,038,850 | – | 0.23% | – | |
| New | Imperial Brands PLC | $6,385,000 | – | 118,330 | – | 0.22% | – | |
| New | Sanofi | $6,234,000 | – | 75,000 | – | 0.22% | – | |
| ABB | New | ABB Ltd. (ADR) | $6,236,000 | – | 314,450 | – | 0.22% | – |
| New | RTL Group S.A. | $6,028,000 | – | 73,589 | – | 0.21% | – | |
| VIV | New | Telefonica Brasil SA (ADR) | $5,850,000 | – | 430,150 | – | 0.21% | – |
| New | BAE Systems PLC | $5,082,000 | – | 728,530 | – | 0.18% | – | |
| New | Bayer AG | $5,056,000 | – | 50,635 | – | 0.18% | – | |
| New | Allianz SE | $4,736,000 | – | 33,405 | – | 0.17% | – | |
| New | Fibra Uno Administracion SA | $4,653,000 | – | 2,191,137 | – | 0.16% | – | |
| VOD | New | Vodafone Group PLC (ADR) | $4,573,000 | – | 148,035 | – | 0.16% | – |
| New | Asseco Poland SA | $4,511,000 | – | 340,924 | – | 0.16% | – | |
| MBT | New | Mobile TeleSystems PJSC (ADR) | $4,460,000 | – | 538,600 | – | 0.16% | – |
| ABEV | New | Ambev SA (ADR) | $4,359,000 | – | 737,550 | – | 0.15% | – |
| New | PT Telekomunikasi Indonesia Pe | $4,223,000 | – | 13,972,200 | – | 0.15% | – | |
| New | Ascendas India Trust | $4,238,000 | – | 5,766,200 | – | 0.15% | – | |
| New | Muenchener Ruechversicherungs | $4,090,000 | – | 24,540 | – | 0.14% | – | |
| IBN | New | ICICI Bank Ltd. (ADR) | $4,070,000 | – | 566,900 | – | 0.14% | – |
| New | United Overseas Bank Ltd. | $4,035,000 | – | 295,040 | – | 0.14% | – | |
| New | XTEP International Holdings | $3,969,000 | – | 7,420,000 | – | 0.14% | – | |
| New | Hyundai Motor Co. | $3,916,000 | – | 33,305 | – | 0.14% | – | |
| New | Great Wall Motor Company Ltd. | $3,843,000 | – | 4,644,000 | – | 0.14% | – | |
| SBS | New | Cia de Saneamento Basico (SABE | $3,740,000 | – | 417,400 | – | 0.13% | – |
| New | Smiths Group PLC | $3,668,000 | – | 239,000 | – | 0.13% | – | |
| New | RHT Health Trust | $3,601,000 | – | 4,924,100 | – | 0.13% | – | |
| New | Engie | $3,511,000 | – | 218,100 | – | 0.12% | – | |
| New | Royal Dutch Shell Class B | $3,308,000 | – | 120,500 | – | 0.12% | – | |
| New | Major Cineplex Group | $3,303,000 | – | 3,516,000 | – | 0.12% | – | |
| New | Orkla-Borregaard AS | $3,037,000 | – | 344,350 | – | 0.11% | – | |
| New | BNP Paribas | $3,009,000 | – | 68,225 | – | 0.11% | – | |
| New | StatoilHydro ASA | $2,788,000 | – | 162,000 | – | 0.10% | – | |
| CHL | New | China Mobile Ltd. (ADR) | $2,776,000 | – | 47,950 | – | 0.10% | – |
| MFC | New | Manulife Financial Corp. | $2,754,000 | – | 201,465 | – | 0.10% | – |
| New | Nagacorp Ltd. | $2,521,000 | – | 3,790,000 | – | 0.09% | – | |
| New | OPAP SA | $2,251,000 | – | 326,191 | – | 0.08% | – | |
| New | Zurich Insurance Group AG | $2,076,000 | – | 8,470 | – | 0.07% | – | |
| New | Honda Motor Co. Ltd. | $2,042,000 | – | 82,000 | – | 0.07% | – | |
| New | PT Semen Indonesia Persero Tbk | $1,995,000 | – | 2,810,000 | – | 0.07% | – | |
| New | SABMiller PLC | $1,946,000 | – | 33,450 | – | 0.07% | – | |
| New | BOC Hong Kong Holdings Ltd. | $1,900,000 | – | 635,500 | – | 0.07% | – | |
| New | MMI Holdings Ltd. | $1,834,000 | – | 1,192,500 | – | 0.06% | – | |
| BSMX | New | Grupo Financiero Santander Mex | $1,787,000 | – | 196,550 | – | 0.06% | – |
| New | Nampak Ltd. | $1,468,000 | – | 1,133,200 | – | 0.05% | – | |
| New | China Merchants Holdings | $1,471,000 | – | 554,000 | – | 0.05% | – | |
| SIEGY | New | Siemens AG (ADR) | $1,447,000 | – | 14,100 | – | 0.05% | – |
| GSK | New | GlaxoSmithKline PLC (ADR) | $1,397,000 | – | 32,230 | – | 0.05% | – |
| AET | New | Aetna Inc. | $1,350,000 | – | 11,050 | – | 0.05% | – |
| PPL | New | PPL Corp. | $1,262,000 | – | 33,430 | – | 0.04% | – |
| EIX | New | Edison International | $1,219,000 | – | 15,700 | – | 0.04% | – |
| New | HSBC Holdings PLC | $1,221,000 | – | 200,133 | – | 0.04% | – | |
| SIMO | New | Silicon Motion Technology Corp | $1,157,000 | – | 24,200 | – | 0.04% | – |
| New | Deutsche Post AG | $1,175,000 | – | 42,065 | – | 0.04% | – | |
| TMO | New | Thermo Fisher Scientific Inc. | $1,145,000 | – | 7,750 | – | 0.04% | – |
| New | BHP Billiton Ltd. | $1,106,000 | – | 79,500 | – | 0.04% | – | |
| New | Rexam PLC | $1,104,000 | – | 128,549 | – | 0.04% | – | |
| NILSY | New | MMC Norilsk Nickel PJSC | $1,083,000 | – | 81,490 | – | 0.04% | – |
| New | Bidvest Group Ltd | $1,090,000 | – | 115,650 | – | 0.04% | – | |
| MDT | New | Medtronic PLC | $1,012,000 | – | 11,660 | – | 0.04% | – |
| New | Greatview Aseptic Packaging | $978,000 | – | 2,062,000 | – | 0.03% | – | |
| HAL | New | Halliburton Co. | $935,000 | – | 20,650 | – | 0.03% | – |
| NEM | New | Newmont Mining Corp. | $908,000 | – | 23,200 | – | 0.03% | – |
| New | Bajaj Holdings and Investment | $834,000 | – | 33,801 | – | 0.03% | – | |
| ORCL | New | Oracle Corp. | $827,000 | – | 20,200 | – | 0.03% | – |
| CSX | New | CSX Corp. | $794,000 | – | 30,450 | – | 0.03% | – |
| BBT | New | BB&T Corp. | $742,000 | – | 20,850 | – | 0.03% | – |
| C | New | Citigroup Inc. | $725,000 | – | 17,100 | – | 0.03% | – |
| RIOCF | New | RioCan Real Estate Investment | $699,000 | – | 31,150 | – | 0.02% | – |
| DIS | New | Walt Disney Co. | $675,000 | – | 6,900 | – | 0.02% | – |
| EMR | New | Emerson Electric Co. | $633,000 | – | 12,130 | – | 0.02% | – |
| ALL | New | Allstate Corp. | $602,000 | – | 8,600 | – | 0.02% | – |
| New | Baoxin Auto Group Ltd | $436,000 | – | 797,239 | – | 0.02% | – | |
| MS | New | Morgan Stanley | $395,000 | – | 15,200 | – | 0.01% | – |
| New | Xinhua Winshare Publishing | $322,000 | – | 300,000 | – | 0.01% | – | |
| BWA | New | BorgWarner Inc. | $280,000 | – | 9,500 | – | 0.01% | – |
| DVN | New | Devon Energy Corp. | $245,000 | – | 6,750 | – | 0.01% | – |
| WRB | New | WR Berkley Corp. | $262,000 | – | 4,370 | – | 0.01% | – |
| AGO | New | Assured Guaranty Ltd. | $218,000 | – | 8,600 | – | 0.01% | – |
| LTXB | New | Legacy Texas Financial Group | $210,000 | – | 7,800 | – | 0.01% | – |
| CVBF | New | CVB Financial Corp. | $206,000 | – | 12,550 | – | 0.01% | – |
| HBM | New | HudBay Minerals Inc. | $178,000 | – | 37,200 | – | 0.01% | – |
| LXU | New | LSB Industries Inc. | $145,000 | – | 12,000 | – | 0.01% | – |
| ASNA | New | Ascena Retail Group | $133,000 | – | 19,000 | – | 0.01% | – |
| LXFR | New | Luxfer Holdings PLC (ADR) | $126,000 | – | 10,450 | – | 0.00% | – |
| New | China Everbright LTD | $46,000 | – | 24,000 | – | 0.00% | – |
Q4 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SOUHY | Exit | South32 LTD (ADR)adr | $0 | – | -13,880 | – | -0.00% | – |
| NADL | Exit | North Atlantic Drilling Ltd | $0 | – | -77,797 | – | -0.00% | – |
| BBG | Exit | Bill Barrett Corp. | $0 | – | -36,050 | – | -0.00% | – |
| HBM | Exit | HudBay Minerals Inc. | $0 | – | -37,200 | – | -0.01% | – |
| OZRK | Exit | Bank of The Ozarks Inc. | $0 | – | -4,630 | – | -0.01% | – |
| AGCO | Exit | AGCO Corp. | $0 | – | -4,500 | – | -0.01% | – |
| VSTO | Exit | Vista Outdoor Inc. | $0 | – | -4,700 | – | -0.01% | – |
| CVBF | Exit | CVB Financial Corp. | $0 | – | -12,550 | – | -0.01% | – |
| XEC | Exit | Cimarex Energy Co. | $0 | – | -2,050 | – | -0.01% | – |
| KBR | Exit | KBR Inc. | $0 | – | -14,515 | – | -0.01% | – |
| FNF | Exit | Fidelity National Financial In | $0 | – | -6,180 | – | -0.01% | – |
| OA | Exit | Orbital ATK Inc. | $0 | – | -3,150 | – | -0.01% | – |
| AGO | Exit | Assured Guaranty Ltd. | $0 | – | -8,600 | – | -0.01% | – |
| WRB | Exit | W.R. Berkley Corp. | $0 | – | -4,370 | – | -0.01% | – |
| BW | Exit | Babcock & Wilcox Enterprises | $0 | – | -12,800 | – | -0.01% | – |
| LTXB | Exit | Legacy Texas Financial Group | $0 | – | -7,800 | – | -0.01% | – |
| ASNA | Exit | Ascena Retail Group | $0 | – | -19,000 | – | -0.01% | – |
| BWXT | Exit | BWX Technologies Inc. | $0 | – | -9,850 | – | -0.01% | – |
| AVT | Exit | Avnet Inc. | $0 | – | -5,750 | – | -0.01% | – |
| KRO | Exit | Kronos Worldwide Inc. | $0 | – | -49,200 | – | -0.01% | – |
| Exit | Nagacorp Ltd. | $0 | – | -580,000 | – | -0.01% | – | |
| Exit | PetroChina Co. Ltd | $0 | – | -564,000 | – | -0.01% | – | |
| BWA | Exit | BorgWarner Inc. | $0 | – | -9,500 | – | -0.01% | – |
| DOFSQ | Exit | Diamond Offshore Drilling Inc. | $0 | – | -25,100 | – | -0.02% | – |
| Exit | Unilever N.V. | $0 | – | -12,100 | – | -0.02% | – | |
| MS | Exit | Morgan Stanley | $0 | – | -15,200 | – | -0.02% | – |
| MLHR | Exit | Herman Miller Inc. | $0 | – | -16,350 | – | -0.02% | – |
| Exit | China Everbright LTD | $0 | – | -224,000 | – | -0.02% | – | |
| ALL | Exit | Allstate Corp. | $0 | – | -8,600 | – | -0.02% | – |
| C | Exit | Citigroup Inc. | $0 | – | -10,600 | – | -0.02% | – |
| Exit | Novartis AG | $0 | – | -5,765 | – | -0.02% | – | |
| Exit | CTCI Corp. | $0 | – | -491,000 | – | -0.02% | – | |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -10,050 | – | -0.02% | – |
| ETN | Exit | Eaton Corp. PLC (ADR)adr | $0 | – | -13,200 | – | -0.02% | – |
| GSK | Exit | GlaxoSmithKline PLC (ADR)adr | $0 | – | -18,000 | – | -0.02% | – |
| Exit | Mediatek Inc | $0 | – | -97,000 | – | -0.02% | – | |
| DIS | Exit | Walt Disney Co. | $0 | – | -6,900 | – | -0.02% | – |
| HAL | Exit | Halliburton Co. | $0 | – | -20,650 | – | -0.03% | – |
| CB | Exit | Chubb Corp. | $0 | – | -6,150 | – | -0.03% | – |
| BBT | Exit | BB&T Corp. | $0 | – | -20,850 | – | -0.03% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -20,200 | – | -0.03% | – |
| Exit | Hyundai Motor Co. | $0 | – | -5,305 | – | -0.03% | – | |
| Exit | Axiata Group Berhad | $0 | – | -589,700 | – | -0.03% | – | |
| MDT | Exit | Medtronic PLC | $0 | – | -11,660 | – | -0.03% | – |
| CEO | Exit | CNOOC Ltd. (ADR)adr | $0 | – | -7,730 | – | -0.03% | – |
| NOV | Exit | National-Oilwell Varco Inc. | $0 | – | -21,550 | – | -0.03% | – |
| SIEGY | Exit | Siemens A.G. (ADR)adr | $0 | – | -9,400 | – | -0.03% | – |
| BXLT | Exit | Baxalta Inc | $0 | – | -26,515 | – | -0.03% | – |
| CSX | Exit | CSX Corp. | $0 | – | -30,450 | – | -0.03% | – |
| PPL | Exit | PPL Corp. | $0 | – | -27,050 | – | -0.03% | – |
| Exit | Nampak Ltd. | $0 | – | -479,500 | – | -0.03% | – | |
| BSMX | Exit | Grupo Financiero Santander (ADadr | $0 | – | -122,750 | – | -0.03% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -7,750 | – | -0.03% | – |
| Exit | Television Broadcasts Ltd. | $0 | – | -286,200 | – | -0.03% | – | |
| Exit | ABB Ltd. | $0 | – | -53,150 | – | -0.03% | – | |
| EIX | Exit | Edison International | $0 | – | -15,450 | – | -0.03% | – |
| Exit | Baoxin Auto Group Ltd | $0 | – | -2,318,500 | – | -0.04% | – | |
| Exit | Greatview Aseptic Packaging | $0 | – | -2,210,000 | – | -0.04% | – | |
| CR | Exit | Crane Co. | $0 | – | -22,150 | – | -0.04% | – |
| BHP | Exit | BHP Billiton Ltd. (ADR)adr | $0 | – | -34,700 | – | -0.04% | – |
| LUKOY | Exit | Lukoil PJSC | $0 | – | -32,550 | – | -0.04% | – |
| EMR | Exit | Emerson Electric Co. | $0 | – | -25,200 | – | -0.04% | – |
| ADM | Exit | Archer Daniels Midland Co. | $0 | – | -27,550 | – | -0.04% | – |
| AET | Exit | Aetna Inc. | $0 | – | -11,050 | – | -0.04% | – |
| MOS | Exit | Mosaic Company | $0 | – | -40,200 | – | -0.04% | – |
| RIOCF | Exit | RioCan Real Estate Investment | $0 | – | -66,950 | – | -0.04% | – |
| Exit | Engie | $0 | – | -78,800 | – | -0.04% | – | |
| IBM | Exit | International Business Machine | $0 | – | -8,970 | – | -0.05% | – |
| LXFR | Exit | Luxfer Holdings PLC (ADR)adr | $0 | – | -122,050 | – | -0.05% | – |
| Exit | Royal Dutch Shell Class B | $0 | – | -56,800 | – | -0.05% | – | |
| JCI | Exit | Johnson Controls Inc. | $0 | – | -33,270 | – | -0.05% | – |
| BAX | Exit | Baxter International Inc. | $0 | – | -41,315 | – | -0.05% | – |
| Exit | Philippine Long Distance Tel | $0 | – | -29,780 | – | -0.05% | – | |
| AMAT | Exit | Applied Materials Inc. | $0 | – | -95,600 | – | -0.05% | – |
| Exit | PT Telekomunikasi Indonesia Pe | $0 | – | -8,872,200 | – | -0.06% | – | |
| Exit | OPAP SA | $0 | – | -176,850 | – | -0.06% | – | |
| Exit | Bajaj Holdings and Investmentadr | $0 | – | -69,378 | – | -0.06% | – | |
| SIMO | Exit | Silicon Motion Technology Corpadr | $0 | – | -61,350 | – | -0.06% | – |
| Exit | Major Cineplex Group | $0 | – | -1,962,200 | – | -0.06% | – | |
| Exit | MMI Holdings Limited | $0 | – | -1,042,500 | – | -0.06% | – | |
| Exit | United Overseas Bank Ltd. | $0 | – | -158,300 | – | -0.07% | – | |
| Exit | Great Wall Motor Company Ltd. | $0 | – | -1,962,000 | – | -0.08% | – | |
| Exit | Asseco Poland S.A. | $0 | – | -157,150 | – | -0.08% | – | |
| CHL | Exit | China Mobile Ltd. (ADR)adr | $0 | – | -39,050 | – | -0.08% | – |
| Exit | BHP Billiton Ltd. | $0 | – | -149,500 | – | -0.08% | – | |
| Exit | Sats LTD | $0 | – | -875,000 | – | -0.08% | – | |
| Exit | Bank Pekao SA | $0 | – | -61,270 | – | -0.09% | – | |
| Exit | Ascendas India Trust | $0 | – | -4,215,300 | – | -0.09% | – | |
| NILSY | Exit | MMC Norilsk Nickel PJSC | $0 | – | -191,315 | – | -0.10% | – |
| Exit | Deutsche Post AG | $0 | – | -101,250 | – | -0.10% | – | |
| Exit | Fibra Uno Administracion SA | $0 | – | -1,401,687 | – | -0.10% | – | |
| Exit | HSBC Holdings PLC | $0 | – | -390,133 | – | -0.10% | – | |
| Exit | CNOOC Ltd | $0 | – | -2,837,000 | – | -0.10% | – | |
| ABEV | Exit | Ambev SA (ADR)adr | $0 | – | -607,800 | – | -0.10% | – |
| Exit | Religare Health Trust | $0 | – | -4,624,100 | – | -0.11% | – | |
| Exit | Value Partners Group Ltd. | $0 | – | -3,297,850 | – | -0.11% | – | |
| Exit | China Merchants Holdings | $0 | – | -1,094,000 | – | -0.11% | – | |
| Exit | Bidvest Group Ltd | $0 | – | -136,400 | – | -0.11% | – | |
| Exit | BOC Hong Kong Holdings Ltd. | $0 | – | -1,130,500 | – | -0.12% | – | |
| Exit | Sonic Healthcare Ltd. | $0 | – | -264,570 | – | -0.12% | – | |
| Exit | MTN Group Ltd. | $0 | – | -287,270 | – | -0.13% | – | |
| Exit | Orkla-Borregaard AS | $0 | – | -519,350 | – | -0.14% | – | |
| Exit | StatoilHydro ASA | $0 | – | -277,000 | – | -0.14% | – | |
| Exit | KT&G Corp. | $0 | – | -44,000 | – | -0.14% | – | |
| Exit | Rexam PLC | $0 | – | -542,808 | – | -0.15% | – | |
| Exit | Singapore Telecommunications L | $0 | – | -1,730,000 | – | -0.15% | – | |
| IBN | Exit | ICICI Bank Ltd. (ADR)adr | $0 | – | -520,100 | – | -0.15% | – |
| Exit | AIA Group Ltd | $0 | – | -862,800 | – | -0.16% | – | |
| TSM | Exit | Taiwan Semiconductor Man. Co.adr | $0 | – | -216,925 | – | -0.16% | – |
| ESLT | Exit | Elbit Systems Ltd. | $0 | – | -63,050 | – | -0.16% | – |
| Exit | Zurich Insurance Group AG | $0 | – | -20,505 | – | -0.18% | – | |
| ABB | Exit | ABB Ltd. (ADR)adr | $0 | – | -286,300 | – | -0.18% | – |
| Exit | Smiths Group PLC | $0 | – | -344,000 | – | -0.18% | – | |
| Exit | GlaxoSmithKline PLC | $0 | – | -278,400 | – | -0.19% | – | |
| Exit | SAB Miller PLC | $0 | – | -106,760 | – | -0.21% | – | |
| TTE | Exit | Total S.A. (ADR)adr | $0 | – | -148,335 | – | -0.23% | – |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -195,200 | – | -0.24% | – | |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -458,000 | – | -0.25% | – |
| Exit | Bayer AG | $0 | – | -58,589 | – | -0.26% | – | |
| Exit | Japan Tobacco Inc. | $0 | – | -252,700 | – | -0.27% | – | |
| Exit | Honda Motor Co. Ltd. | $0 | – | -267,000 | – | -0.28% | – | |
| Exit | RTL Group S.A. | $0 | – | -95,204 | – | -0.29% | – | |
| Exit | BAE Systems PLC | $0 | – | -1,214,950 | – | -0.29% | – | |
| Exit | Siemens AG | $0 | – | -97,190 | – | -0.30% | – | |
| Exit | Muenchener Ruechversicherungs | $0 | – | -46,730 | – | -0.30% | – | |
| BTI | Exit | British American Tobacco PLC (adr | $0 | – | -80,450 | – | -0.31% | – |
| Exit | Roche Holding AG | $0 | – | -33,675 | – | -0.31% | – | |
| Exit | BNP Paribas | $0 | – | -159,150 | – | -0.33% | – | |
| Exit | Sanofi | $0 | – | -99,400 | – | -0.33% | – | |
| Exit | Nestle S.A. | $0 | – | -125,950 | – | -0.33% | – | |
| Exit | Imperial Tobacco Group PLC | $0 | – | -193,500 | – | -0.35% | – | |
| NVS | Exit | Novartis AG (ADR)adr | $0 | – | -113,475 | – | -0.37% | – |
| SJR | Exit | Shaw Communications Inc. (Cl B | $0 | – | -717,635 | – | -0.49% | – |
| SYMC | Exit | Symantec Corp. | $0 | – | -889,166 | – | -0.61% | – |
| RHHBY | Exit | Roche Holding AG (ADR)adr | $0 | – | -552,100 | – | -0.64% | – |
| GLW | Exit | Corning Inc. | $0 | – | -1,336,750 | – | -0.80% | – |
| VOD | Exit | Vodafone Group PLC (ADR)adr | $0 | – | -931,727 | – | -1.04% | – |
| BCE | Exit | BCE Inc. | $0 | – | -725,785 | – | -1.04% | – |
| HSBC | Exit | HSBC Holdings PLC (ADR)adr | $0 | – | -960,930 | – | -1.28% | – |
| BA | Exit | Boeing Co. | $0 | – | -318,450 | – | -1.46% | – |
| HCP | Exit | HCP Inc. | $0 | – | -1,128,250 | – | -1.47% | – |
| RDSB | Exit | Royal Dutch Shell PLC (ADR) Cladr | $0 | – | -1,045,130 | – | -1.74% | – |
| AZN | Exit | AstraZeneca PLC (ADR)adr | $0 | – | -1,583,100 | – | -1.77% | – |
| INTC | Exit | Intel Corp. | $0 | – | -1,702,570 | – | -1.80% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -678,630 | – | -1.88% | – |
| ACE | Exit | ACE Ltd. | $0 | – | -519,060 | – | -1.88% | – |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -725,650 | – | -1.89% | – |
| DEO | Exit | Diageo PLC (ADR)adr | $0 | – | -514,310 | – | -1.94% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -719,170 | – | -2.11% | – |
| COP | Exit | ConocoPhillips | $0 | – | -1,282,220 | – | -2.16% | – |
| TRV | Exit | Travelers Cos. Inc. | $0 | – | -639,580 | – | -2.23% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -795,790 | – | -2.31% | – |
| DD | Exit | E.I. DuPont de Nemours & Co. | $0 | – | -1,411,650 | – | -2.39% | – |
| PM | Exit | Philip Morris International In | $0 | – | -860,400 | – | -2.39% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -1,435,000 | – | -2.58% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -1,511,935 | – | -2.62% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -2,498,700 | – | -2.75% | – |
| WELL | Exit | Welltower Inc. | $0 | – | -1,179,320 | – | -2.80% | – |
| UN | Exit | Unilever N.V. (ADR)adr | $0 | – | -2,036,095 | – | -2.87% | – |
| MET | Exit | MetLife Inc. | $0 | – | -1,746,745 | – | -2.89% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -794,100 | – | -3.04% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -1,447,880 | – | -3.10% | – |
| MMM | Exit | 3M Co. | $0 | – | -646,320 | – | -3.21% | – |
| NEE | Exit | Nextera Energy Inc | $0 | – | -943,650 | – | -3.23% | – |
| T | Exit | AT&T Inc. | $0 | – | -2,845,050 | – | -3.25% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -3,546,405 | – | -3.26% | – |
| GE | Exit | General Electric Co. | $0 | – | -3,833,500 | – | -3.39% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -1,818,300 | – | -3.47% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -2,246,050 | – | -3.49% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -1,083,670 | – | -3.55% | – |
| RTN | Exit | Raytheon Co. | $0 | – | -954,370 | – | -3.66% | – |
Q3 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RTN | Sell | Raytheon Co. | $104,274,000 | +6.7% | 954,370 | -6.5% | 3.66% | +17.2% |
| JNJ | Buy | Johnson & Johnson | $101,161,000 | -4.2% | 1,083,670 | +0.0% | 3.55% | +5.2% |
| MSFT | Sell | Microsoft Corp. | $99,410,000 | +0.2% | 2,246,050 | -0.0% | 3.49% | +10.1% |
| MO | Sell | Altria Group Inc. | $98,916,000 | +8.8% | 1,818,300 | -2.2% | 3.47% | +19.4% |
| CSCO | Buy | Cisco Systems Inc. | $93,093,000 | -4.2% | 3,546,405 | +0.2% | 3.26% | +5.2% |
| NEE | Sell | Nextera Energy Inc | $92,053,000 | -1.8% | 943,650 | -1.4% | 3.23% | +7.8% |
| JPM | Sell | JP Morgan Chase & Co. | $88,277,000 | -29.0% | 1,447,880 | -21.1% | 3.10% | -22.0% |
| MET | Sell | MetLife Inc. | $82,359,000 | -19.5% | 1,746,745 | -4.4% | 2.89% | -11.5% |
| UN | Sell | Unilever N.V. (ADR)adr | $81,851,000 | -4.7% | 2,036,095 | -0.9% | 2.87% | +4.6% |
| WELL | New | Welltower Inc. | $79,864,000 | – | 1,179,320 | – | 2.80% | – |
| PFE | Sell | Pfizer Inc. | $78,484,000 | -10.6% | 2,498,700 | -4.5% | 2.75% | -1.8% |
| MRK | Sell | Merck & Co. Inc. | $74,674,000 | -29.3% | 1,511,935 | -18.5% | 2.62% | -22.4% |
| WFC | Buy | Wells Fargo & Co. | $73,687,000 | -8.6% | 1,435,000 | +0.1% | 2.58% | +0.3% |
| PM | Sell | Philip Morris International In | $68,256,000 | -3.1% | 860,400 | -2.0% | 2.39% | +6.5% |
| DD | Buy | E.I. DuPont de Nemours & Co. | $68,042,000 | -24.4% | 1,411,650 | +0.3% | 2.39% | -17.0% |
| TRV | Sell | Travelers Cos. Inc. | $63,657,000 | -34.3% | 639,580 | -36.2% | 2.23% | -27.9% |
| COP | Buy | ConocoPhillips | $61,495,000 | -21.9% | 1,282,220 | +0.0% | 2.16% | -14.2% |
| LLY | Sell | Eli Lilly & Co. | $60,187,000 | +0.2% | 719,170 | -0.1% | 2.11% | +10.0% |
| XOM | Sell | Exxon Mobil Corp. | $53,952,000 | -19.1% | 725,650 | -9.5% | 1.89% | -11.2% |
| ACE | New | ACE Ltd. | $53,671,000 | – | 519,060 | – | 1.88% | – |
| CVX | Buy | Chevron Corp. | $53,530,000 | -17.8% | 678,630 | +0.5% | 1.88% | -9.8% |
| INTC | Sell | Intel Corp. | $51,315,000 | -21.7% | 1,702,570 | -21.0% | 1.80% | -14.0% |
| AZN | Buy | AstraZeneca PLC (ADR)adr | $50,374,000 | +4.4% | 1,583,100 | +109.1% | 1.77% | +14.7% |
| RDSB | Buy | Royal Dutch Shell PLC (ADR) Cladr | $49,623,000 | +135.5% | 1,045,130 | +184.4% | 1.74% | +158.5% |
| HCP | Sell | HCP Inc. | $42,027,000 | -0.9% | 1,128,250 | -3.0% | 1.47% | +8.9% |
| BA | Sell | Boeing Co. | $41,701,000 | -5.7% | 318,450 | -0.1% | 1.46% | +3.5% |
| HSBC | Sell | HSBC Holdings PLC (ADR)adr | $36,400,000 | -22.7% | 960,930 | -8.5% | 1.28% | -15.1% |
| BCE | Sell | BCE Inc. | $29,728,000 | -29.2% | 725,785 | -26.5% | 1.04% | -22.2% |
| VOD | Sell | Vodafone Group PLC (ADR)adr | $29,573,000 | -24.6% | 931,727 | -13.4% | 1.04% | -17.2% |
| GLW | Buy | Corning Inc. | $22,885,000 | -12.9% | 1,336,750 | +0.3% | 0.80% | -4.4% |
| SYMC | Buy | Symantec Corp. | $17,312,000 | -15.7% | 889,166 | +0.6% | 0.61% | -7.5% |
| SJR | Sell | Shaw Communications Inc. (Cl B | $13,922,000 | -32.2% | 717,635 | -23.8% | 0.49% | -25.6% |
| NVS | Sell | Novartis AG (ADR)adr | $10,431,000 | -13.2% | 113,475 | -7.1% | 0.37% | -4.7% |
| Sell | Imperial Tobacco Group PLC | $9,991,000 | +6.5% | 193,500 | -0.6% | 0.35% | +17.1% | |
| Sell | Sanofi | $9,429,000 | -10.7% | 99,400 | -7.4% | 0.33% | -1.8% | |
| Buy | BNP Paribas | $9,330,000 | +10.3% | 159,150 | +13.6% | 0.33% | +21.1% | |
| Buy | Roche Holding AG | $8,882,000 | +11.1% | 33,675 | +18.0% | 0.31% | +22.0% | |
| BTI | Buy | British American Tobacco PLC (adr | $8,856,000 | +11.1% | 80,450 | +9.2% | 0.31% | +22.0% |
| Buy | Muenchener Ruechversicherungs | $8,707,000 | +102.8% | 46,730 | +92.9% | 0.30% | +122.6% | |
| Sell | Siemens AG | $8,682,000 | -14.8% | 97,190 | -4.0% | 0.30% | -6.5% | |
| Sell | RTL Group S.A. | $8,201,000 | -15.5% | 95,204 | -11.1% | 0.29% | -7.1% | |
| Buy | Honda Motor Co. Ltd. | $7,877,000 | +0.6% | 267,000 | +10.3% | 0.28% | +10.4% | |
| Sell | Japan Tobacco Inc. | $7,784,000 | -20.0% | 252,700 | -7.5% | 0.27% | -12.2% | |
| MFC | Buy | Manulife Financial Corp. | $7,090,000 | -15.7% | 458,000 | +1.2% | 0.25% | -7.4% |
| Sell | Nippon Telegraph & Telephone C | $6,798,000 | -27.9% | 195,200 | -25.0% | 0.24% | -20.9% | |
| TTE | Buy | Total S.A. (ADR)adr | $6,632,000 | +75.4% | 148,335 | +92.9% | 0.23% | +92.6% |
| Buy | SAB Miller PLC | $6,036,000 | +44.2% | 106,760 | +32.5% | 0.21% | +58.2% | |
| Sell | GlaxoSmithKline PLC | $5,332,000 | -27.4% | 278,400 | -21.2% | 0.19% | -20.4% | |
| Buy | Smiths Group PLC | $5,230,000 | +60.2% | 344,000 | +87.0% | 0.18% | +76.0% | |
| Buy | Zurich Insurance Group AG | $5,034,000 | +2.2% | 20,505 | +26.8% | 0.18% | +12.7% | |
| ABB | Buy | ABB Ltd. (ADR)adr | $5,059,000 | +4.6% | 286,300 | +23.6% | 0.18% | +14.9% |
| ESLT | Buy | Elbit Systems Ltd. | $4,659,000 | +59.2% | 63,050 | +69.1% | 0.16% | +75.3% |
| TSM | Buy | Taiwan Semiconductor Man. Co.adr | $4,501,000 | +4.3% | 216,925 | +14.2% | 0.16% | +14.5% |
| Buy | AIA Group Ltd | $4,459,000 | -4.7% | 862,800 | +20.7% | 0.16% | +4.7% | |
| IBN | Buy | ICICI Bank Ltd. (ADR)adr | $4,358,000 | +8.0% | 520,100 | +34.4% | 0.15% | +18.6% |
| Sell | Singapore Telecommunications L | $4,377,000 | -44.0% | 1,730,000 | -30.8% | 0.15% | -38.8% | |
| New | KT&G Corp. | $4,139,000 | – | 44,000 | – | 0.14% | – | |
| Buy | StatoilHydro ASA | $4,038,000 | +132.9% | 277,000 | +185.6% | 0.14% | +158.2% | |
| Sell | MTN Group Ltd. | $3,690,000 | -62.9% | 287,270 | -45.6% | 0.13% | -59.3% | |
| Sell | Sonic Healthcare Ltd. | $3,389,000 | -55.8% | 264,570 | -43.1% | 0.12% | -51.4% | |
| Sell | BOC Hong Kong Holdings Ltd. | $3,319,000 | -61.5% | 1,130,500 | -45.4% | 0.12% | -58.0% | |
| Buy | Bidvest Group Ltd | $3,211,000 | +9.6% | 136,400 | +17.9% | 0.11% | +20.2% | |
| Buy | China Merchants Holdings | $3,211,000 | -27.3% | 1,094,000 | +6.2% | 0.11% | -19.9% | |
| Buy | Religare Health Trust | $3,087,000 | +8.1% | 4,624,100 | +22.6% | 0.11% | +18.7% | |
| Buy | Value Partners Group Ltd. | $3,085,000 | -21.8% | 3,297,850 | +32.0% | 0.11% | -14.3% | |
| ABEV | Buy | Ambev SA (ADR)adr | $2,978,000 | +58.7% | 607,800 | +97.5% | 0.10% | +73.3% |
| Sell | HSBC Holdings PLC | $2,902,000 | -49.9% | 390,133 | -39.1% | 0.10% | -44.9% | |
| Sell | CNOOC Ltd | $2,903,000 | -54.6% | 2,837,000 | -37.1% | 0.10% | -50.0% | |
| Sell | Fibra Uno Administracion SA | $2,892,000 | -26.7% | 1,401,687 | -15.6% | 0.10% | -19.8% | |
| Sell | Deutsche Post AG | $2,803,000 | -52.3% | 101,250 | -49.7% | 0.10% | -47.9% | |
| NILSY | New | MMC Norilsk Nickel PJSC | $2,744,000 | – | 191,315 | – | 0.10% | – |
| Buy | Ascendas India Trust | $2,533,000 | +96.2% | 4,215,300 | +117.0% | 0.09% | +117.1% | |
| Buy | Bank Pekao SA | $2,489,000 | +4.0% | 61,270 | +22.5% | 0.09% | +14.5% | |
| Sell | Sats LTD | $2,355,000 | -26.2% | 875,000 | -24.9% | 0.08% | -18.6% | |
| Buy | BHP Billiton Ltd. | $2,332,000 | +18.3% | 149,500 | +58.2% | 0.08% | +30.2% | |
| CHL | Buy | China Mobile Ltd. (ADR)adr | $2,323,000 | +8.7% | 39,050 | +17.1% | 0.08% | +19.1% |
| Buy | Asseco Poland S.A. | $2,234,000 | +46.5% | 157,150 | +58.7% | 0.08% | +59.2% | |
| Buy | Great Wall Motor Company Ltd. | $2,167,000 | +24.9% | 1,962,000 | +454.2% | 0.08% | +38.2% | |
| Sell | United Overseas Bank Ltd. | $2,064,000 | -73.9% | 158,300 | -65.7% | 0.07% | -71.4% | |
| Buy | MMI Holdings Limited | $1,790,000 | -20.2% | 1,042,500 | +15.2% | 0.06% | -12.5% | |
| Buy | Major Cineplex Group | $1,726,000 | -5.0% | 1,962,200 | +7.9% | 0.06% | +5.2% | |
| SIMO | Sell | Silicon Motion Technology Corpadr | $1,675,000 | -35.4% | 61,350 | -18.1% | 0.06% | -28.9% |
| Sell | Bajaj Holdings and Investmentadr | $1,662,000 | -27.1% | 69,378 | -30.2% | 0.06% | -20.5% | |
| Buy | OPAP SA | $1,597,000 | +20.6% | 176,850 | +6.4% | 0.06% | +33.3% | |
| Buy | PT Telekomunikasi Indonesia Pe | $1,605,000 | +85.3% | 8,872,200 | +124.9% | 0.06% | +100.0% | |
| AMAT | New | Applied Materials Inc. | $1,404,000 | – | 95,600 | – | 0.05% | – |
| Sell | Philippine Long Distance Tel | $1,396,000 | -47.0% | 29,780 | -29.6% | 0.05% | -41.7% | |
| JCI | Buy | Johnson Controls Inc. | $1,376,000 | +135.2% | 33,270 | +181.5% | 0.05% | +152.6% |
| Sell | Royal Dutch Shell Class B | $1,343,000 | -45.1% | 56,800 | -34.1% | 0.05% | -39.7% | |
| Sell | Engie | $1,272,000 | -48.8% | 78,800 | -41.1% | 0.04% | -43.0% | |
| LUKOY | New | Lukoil PJSC | $1,105,000 | – | 32,550 | – | 0.04% | – |
| New | Greatview Aseptic Packaging | $1,029,000 | – | 2,210,000 | – | 0.04% | – | |
| Sell | Baoxin Auto Group Ltd | $987,000 | -50.6% | 2,318,500 | -26.2% | 0.04% | -45.3% | |
| EIX | Sell | Edison International | $974,000 | +7.5% | 15,450 | -5.2% | 0.03% | +17.2% |
| Sell | Television Broadcasts Ltd. | $953,000 | -67.2% | 286,200 | -41.5% | 0.03% | -64.5% | |
| BSMX | Sell | Grupo Financiero Santander (ADadr | $901,000 | -45.5% | 122,750 | -32.1% | 0.03% | -39.6% |
| Sell | Nampak Ltd. | $893,000 | -34.2% | 479,500 | -1.8% | 0.03% | -27.9% | |
| BXLT | New | Baxalta Inc | $835,000 | – | 26,515 | – | 0.03% | – |
| CEO | Sell | CNOOC Ltd. (ADR)adr | $797,000 | -89.0% | 7,730 | -84.8% | 0.03% | -87.9% |
| Buy | Axiata Group Berhad | $778,000 | -20.4% | 589,700 | +3.0% | 0.03% | -12.9% | |
| Sell | Hyundai Motor Co. | $734,000 | -63.6% | 5,305 | -68.0% | 0.03% | -59.4% | |
| Sell | Mediatek Inc | $716,000 | -77.2% | 97,000 | -57.8% | 0.02% | -75.0% | |
| ETN | Buy | Eaton Corp. PLC (ADR)adr | $677,000 | -8.8% | 13,200 | +20.0% | 0.02% | 0.0% |
| Sell | CTCI Corp. | $586,000 | -63.6% | 491,000 | -50.8% | 0.02% | -58.8% | |
| Sell | Novartis AG | $529,000 | -50.7% | 5,765 | -47.1% | 0.02% | -44.1% | |
| Sell | China Everbright LTD | $510,000 | -72.5% | 224,000 | -58.1% | 0.02% | -69.5% | |
| MLHR | New | Herman Miller Inc. | $472,000 | – | 16,350 | – | 0.02% | – |
| Sell | Unilever N.V. | $485,000 | -33.7% | 12,100 | -31.1% | 0.02% | -26.1% | |
| DOFSQ | Sell | Diamond Offshore Drilling Inc. | $434,000 | -95.5% | 25,100 | -93.2% | 0.02% | -95.1% |
| Sell | PetroChina Co. Ltd | $391,000 | -82.7% | 564,000 | -72.1% | 0.01% | -80.6% | |
| New | Nagacorp Ltd. | $347,000 | – | 580,000 | – | 0.01% | – | |
| BWXT | Sell | BWX Technologies Inc. | $260,000 | -29.0% | 9,850 | -11.7% | 0.01% | -25.0% |
| AVT | Sell | Avnet Inc. | $245,000 | -2.4% | 5,750 | -5.7% | 0.01% | +12.5% |
| KBR | Sell | KBR Inc. | $242,000 | -24.4% | 14,515 | -11.8% | 0.01% | -20.0% |
| BW | New | Babcock & Wilcox Enterprises | $215,000 | – | 12,800 | – | 0.01% | – |
| CVBF | Sell | CVB Financial Corp. | $210,000 | -21.1% | 12,550 | -16.9% | 0.01% | -12.5% |
| HBM | Buy | HudBay Minerals Inc. | $137,000 | -51.8% | 37,200 | +9.1% | 0.01% | -44.4% |
| BBG | Buy | Bill Barrett Corp. | $119,000 | -61.5% | 36,050 | +0.1% | 0.00% | -60.0% |
| NADL | Sell | North Atlantic Drilling Ltd | $60,000 | -78.3% | 77,797 | -66.4% | 0.00% | -77.8% |
| SAH | Exit | Sonic Automotive Inc. (Cl A) | $0 | – | -9,700 | – | -0.01% | – |
| NBHC | Exit | National Bank Holdings Corp. | $0 | – | -11,450 | – | -0.01% | – |
| SPR | Exit | Spirit AeroSystems Holdings In | $0 | – | -4,375 | – | -0.01% | – |
| DVN | Exit | Devon Energy Corp. | $0 | – | -4,000 | – | -0.01% | – |
| NTTYY | Exit | Nippon Telegraph & Telephone Cadr | $0 | – | -7,000 | – | -0.01% | – |
| ALR | Exit | Alere Inc. | $0 | – | -5,550 | – | -0.01% | – |
| LXU | Exit | LSB Industries Inc. | $0 | – | -7,900 | – | -0.01% | – |
| Exit | PT Perusahaan Gas Negara | $0 | – | -1,060,500 | – | -0.01% | – | |
| Exit | Industrias Penoles S.A. de C.V | $0 | – | -22,160 | – | -0.01% | – | |
| Exit | Pacific Hospital Supply Co | $0 | – | -244,000 | – | -0.02% | – | |
| SNY | Exit | Sanofi (ADR)adr | $0 | – | -14,000 | – | -0.02% | – |
| CPA | Exit | Copa Holdings S.A. | $0 | – | -9,280 | – | -0.02% | – |
| Exit | Lenovo Group Ltd | $0 | – | -720,000 | – | -0.03% | – | |
| TEVA | Exit | Teva Pharmaceutical Industriesadr | $0 | – | -19,200 | – | -0.04% | – |
| SPIL | Exit | Siliconware Precision Ind. Co.adr | $0 | – | -195,050 | – | -0.05% | – |
| Exit | Kirin Holding Co. Ltd. | $0 | – | -135,000 | – | -0.06% | – | |
| LUKOY | Exit | Lukoil PJSC | $0 | – | -56,750 | – | -0.08% | – |
| NILSY | Exit | MMC Norilsk Nickel | $0 | – | -181,300 | – | -0.10% | – |
| HCN | Exit | Health Care REIT Inc. | $0 | – | -1,177,970 | – | -2.47% | – |
Q2 2015
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JPM | New | JP Morgan Chase & Co. | $124,298,000 | – | 1,834,380 | – | 3.97% | – |
| MRK | New | Merck & Co. Inc. | $105,652,000 | – | 1,855,820 | – | 3.37% | – |
| JNJ | New | Johnson & Johnson | $105,610,000 | – | 1,083,620 | – | 3.37% | – |
| MET | New | MetLife Inc. | $102,263,000 | – | 1,826,445 | – | 3.26% | – |
| GE | New | General Electric Co. | $101,856,000 | – | 3,833,500 | – | 3.25% | – |
| T | New | AT&T Inc. | $101,056,000 | – | 2,845,050 | – | 3.23% | – |
| MMM | New | 3M Co. | $99,727,000 | – | 646,320 | – | 3.18% | – |
| MSFT | New | Microsoft Corp. | $99,183,000 | – | 2,246,500 | – | 3.17% | – |
| RTN | New | Raytheon Co. | $97,685,000 | – | 1,020,960 | – | 3.12% | – |
| CSCO | New | Cisco Systems Inc. | $97,174,000 | – | 3,538,750 | – | 3.10% | – |
| TRV | New | Travelers Cos. Inc. | $96,926,000 | – | 1,002,750 | – | 3.10% | – |
| NEE | New | Nextera Energy Inc | $93,775,000 | – | 956,600 | – | 2.99% | – |
| MO | New | Altria Group Inc. | $90,947,000 | – | 1,859,480 | – | 2.90% | – |
| DD | New | E.I. DuPont de Nemours & Co. | $89,965,000 | – | 1,406,800 | – | 2.87% | – |
| PFE | New | Pfizer Inc. | $87,748,000 | – | 2,617,000 | – | 2.80% | – |
| UN | New | Unilever N.V. (ADR)adr | $85,927,000 | – | 2,053,710 | – | 2.74% | – |
| KMB | New | Kimberly-Clark Corp. | $84,151,000 | – | 794,100 | – | 2.69% | – |
| WFC | New | Wells Fargo & Co. | $80,659,000 | – | 1,434,200 | – | 2.58% | – |
| COP | New | ConocoPhillips | $78,732,000 | – | 1,282,070 | – | 2.51% | – |
| HCN | New | Health Care REIT Inc. | $77,310,000 | – | 1,177,970 | – | 2.47% | – |
| GPC | New | Genuine Parts Co. | $71,247,000 | – | 795,790 | – | 2.28% | – |
| PM | New | Philip Morris International In | $70,405,000 | – | 878,200 | – | 2.25% | – |
| XOM | New | Exxon Mobil Corp. | $66,722,000 | – | 801,950 | – | 2.13% | – |
| INTC | New | Intel Corp. | $65,515,000 | – | 2,154,025 | – | 2.09% | – |
| CVX | New | Chevron Corp. | $65,139,000 | – | 675,230 | – | 2.08% | – |
| LLY | New | Eli Lilly & Co. | $60,074,000 | – | 719,535 | – | 1.92% | – |
| DEO | New | Diageo PLC (ADR)adr | $59,681,000 | – | 514,310 | – | 1.91% | – |
| AZN | New | AstraZeneca PLC (ADR)adr | $48,228,000 | – | 757,000 | – | 1.54% | – |
| HSBC | New | HSBC Holdings PLC (ADR)adr | $47,082,000 | – | 1,050,695 | – | 1.50% | – |
| BA | New | Boeing Co. | $44,217,000 | – | 318,750 | – | 1.41% | – |
| HCP | New | HCP Inc. | $42,409,000 | – | 1,162,850 | – | 1.35% | – |
| BCE | New | BCE Inc. | $41,965,000 | – | 987,420 | – | 1.34% | – |
| VOD | New | Vodafone Group PLC (ADR)adr | $39,203,000 | – | 1,075,527 | – | 1.25% | – |
| GLW | New | Corning Inc. | $26,284,000 | – | 1,332,200 | – | 0.84% | – |
| RDSB | New | Royal Dutch Shell PLC (ADR) Cladr | $21,072,000 | – | 367,430 | – | 0.67% | – |
| SYMC | New | Symantec Corp. | $20,544,000 | – | 883,616 | – | 0.66% | – |
| SJR | New | Shaw Communications Inc. (Cl B | $20,533,000 | – | 942,300 | – | 0.66% | – |
| RHHBY | New | Roche Holding AG (ADR)adr | $19,362,000 | – | 552,100 | – | 0.62% | – |
| NVS | New | Novartis AG (ADR)adr | $12,017,000 | – | 122,200 | – | 0.38% | – |
| New | Sanofi | $10,563,000 | – | 107,400 | – | 0.34% | – | |
| New | Siemens AG | $10,190,000 | – | 101,190 | – | 0.32% | – | |
| New | MTN Group Ltd. | $9,936,000 | – | 528,380 | – | 0.32% | – | |
| New | Japan Tobacco Inc. | $9,734,000 | – | 273,200 | – | 0.31% | – | |
| New | RTL Group S.A. | $9,711,000 | – | 107,079 | – | 0.31% | – | |
| DOFSQ | New | Diamond Offshore Drilling Inc. | $9,551,000 | – | 370,050 | – | 0.30% | – |
| New | Nippon Telegraph & Telephone C | $9,426,000 | – | 260,200 | – | 0.30% | – | |
| New | Imperial Tobacco Group PLC | $9,378,000 | – | 194,600 | – | 0.30% | – | |
| New | Nestle S.A. | $9,094,000 | – | 125,950 | – | 0.29% | – | |
| New | BOC Hong Kong Holdings Ltd. | $8,628,000 | – | 2,070,500 | – | 0.28% | – | |
| New | BAE Systems PLC | $8,614,000 | – | 1,214,950 | – | 0.28% | – | |
| New | BNP Paribas | $8,459,000 | – | 140,150 | – | 0.27% | – | |
| MFC | New | Manulife Financial Corp. | $8,414,000 | – | 452,600 | – | 0.27% | – |
| New | Bayer AG | $8,199,000 | – | 58,589 | – | 0.26% | – | |
| New | Roche Holding AG | $7,998,000 | – | 28,540 | – | 0.26% | – | |
| BTI | New | British American Tobacco PLC (adr | $7,973,000 | – | 73,650 | – | 0.26% | – |
| New | United Overseas Bank Ltd. | $7,894,000 | – | 460,900 | – | 0.25% | – | |
| New | Singapore Telecommunications L | $7,814,000 | – | 2,500,000 | – | 0.25% | – | |
| New | Honda Motor Co. Ltd. | $7,833,000 | – | 242,000 | – | 0.25% | – | |
| New | Sonic Healthcare Ltd. | $7,660,000 | – | 464,570 | – | 0.24% | – | |
| New | GlaxoSmithKline PLC | $7,344,000 | – | 353,400 | – | 0.24% | – | |
| CEO | New | CNOOC Ltd. (ADR)adr | $7,237,000 | – | 50,990 | – | 0.23% | – |
| New | CNOOC Ltd | $6,396,000 | – | 4,507,000 | – | 0.20% | – | |
| New | Deutsche Post AG | $5,878,000 | – | 201,250 | – | 0.19% | – | |
| New | HSBC Holdings PLC | $5,793,000 | – | 640,133 | – | 0.18% | – | |
| New | Zurich Insurance Group AG | $4,924,000 | – | 16,175 | – | 0.16% | – | |
| ABB | New | ABB Ltd. (ADR)adr | $4,835,000 | – | 231,580 | – | 0.15% | – |
| New | Rexam PLC | $4,708,000 | – | 542,808 | – | 0.15% | – | |
| New | AIA Group Ltd | $4,681,000 | – | 715,000 | – | 0.15% | – | |
| New | China Merchants Holdings | $4,418,000 | – | 1,030,000 | – | 0.14% | – | |
| TSM | New | Taiwan Semiconductor Man. Co.adr | $4,315,000 | – | 190,000 | – | 0.14% | – |
| New | Muenchener Ruechversicherungs | $4,294,000 | – | 24,230 | – | 0.14% | – | |
| New | SAB Miller PLC | $4,185,000 | – | 80,600 | – | 0.13% | – | |
| New | Orkla-Borregaard AS | $4,088,000 | – | 519,350 | – | 0.13% | – | |
| IBN | New | ICICI Bank Ltd. (ADR)adr | $4,034,000 | – | 387,100 | – | 0.13% | – |
| New | Value Partners Group Ltd. | $3,944,000 | – | 2,497,850 | – | 0.13% | – | |
| New | Fibra Uno Administracion SA | $3,943,000 | – | 1,661,000 | – | 0.13% | – | |
| TTE | New | Total S.A. (ADR)adr | $3,781,000 | – | 76,900 | – | 0.12% | – |
| New | Smiths Group PLC | $3,264,000 | – | 184,000 | – | 0.10% | – | |
| New | Sats LTD | $3,192,000 | – | 1,165,000 | – | 0.10% | – | |
| New | Mediatek Inc | $3,141,000 | – | 230,000 | – | 0.10% | – | |
| NILSY | New | MMC Norilsk Nickel | $3,059,000 | – | 181,300 | – | 0.10% | – |
| New | Bidvest Group Ltd | $2,930,000 | – | 115,650 | – | 0.09% | – | |
| New | Television Broadcasts Ltd. | $2,905,000 | – | 489,500 | – | 0.09% | – | |
| ESLT | New | Elbit Systems Ltd. | $2,927,000 | – | 37,289 | – | 0.09% | – |
| BAX | New | Baxter International Inc. | $2,889,000 | – | 41,315 | – | 0.09% | – |
| New | Religare Health Trust | $2,857,000 | – | 3,772,200 | – | 0.09% | – | |
| New | Philippine Long Distance Tel | $2,636,000 | – | 42,305 | – | 0.08% | – | |
| SIMO | New | Silicon Motion Technology Corpadr | $2,592,000 | – | 74,900 | – | 0.08% | – |
| LUKOY | New | Lukoil PJSC | $2,497,000 | – | 56,750 | – | 0.08% | – |
| New | Engie | $2,482,000 | – | 133,800 | – | 0.08% | – | |
| New | Royal Dutch Shell Class B | $2,448,000 | – | 86,200 | – | 0.08% | – | |
| New | Bank Pekao SA | $2,393,000 | – | 50,000 | – | 0.08% | – | |
| New | Bajaj Holdings and Investmentadr | $2,280,000 | – | 99,378 | – | 0.07% | – | |
| New | MMI Holdings Limited | $2,244,000 | – | 905,250 | – | 0.07% | – | |
| New | PetroChina Co. Ltd | $2,259,000 | – | 2,024,000 | – | 0.07% | – | |
| CHL | New | China Mobile Ltd. (ADR)adr | $2,137,000 | – | 33,350 | – | 0.07% | – |
| New | Hyundai Motor Co. | $2,015,000 | – | 16,590 | – | 0.06% | – | |
| New | Baoxin Auto Group Ltd | $1,997,000 | – | 3,140,000 | – | 0.06% | – | |
| New | BHP Billiton Ltd. | $1,972,000 | – | 94,500 | – | 0.06% | – | |
| ABEV | New | Ambev SA (ADR)adr | $1,877,000 | – | 307,750 | – | 0.06% | – |
| MOS | New | Mosaic Company | $1,883,000 | – | 40,200 | – | 0.06% | – |
| New | China Everbright LTD | $1,853,000 | – | 534,000 | – | 0.06% | – | |
| New | Kirin Holding Co. Ltd. | $1,860,000 | – | 135,000 | – | 0.06% | – | |
| New | Major Cineplex Group | $1,816,000 | – | 1,818,400 | – | 0.06% | – | |
| New | Great Wall Motor Company Ltd. | $1,735,000 | – | 354,000 | – | 0.06% | – | |
| New | StatoilHydro ASA | $1,734,000 | – | 97,000 | – | 0.06% | – | |
| BSMX | New | Grupo Financiero Santander (ADadr | $1,653,000 | – | 180,700 | – | 0.05% | – |
| New | CTCI Corp. | $1,612,000 | – | 998,000 | – | 0.05% | – | |
| LXFR | New | Luxfer Holdings PLC (ADR)adr | $1,587,000 | – | 122,050 | – | 0.05% | – |
| New | Asseco Poland SA | $1,525,000 | – | 99,042 | – | 0.05% | – | |
| IBM | New | International Business Machine | $1,459,000 | – | 8,970 | – | 0.05% | – |
| SPIL | New | Siliconware Precision Ind. Co.adr | $1,453,000 | – | 195,050 | – | 0.05% | – |
| RIOCF | New | RioCan Real Estate Investment | $1,430,000 | – | 66,950 | – | 0.05% | – |
| AET | New | Aetna Inc. | $1,408,000 | – | 11,050 | – | 0.04% | – |
| EMR | New | Emerson Electric Co. | $1,397,000 | – | 25,200 | – | 0.04% | – |
| BHP | New | BHP Billiton Ltd. (ADR)adr | $1,413,000 | – | 34,700 | – | 0.04% | – |
| New | Nampak Ltd. | $1,357,000 | – | 488,500 | – | 0.04% | – | |
| ADM | New | Archer Daniels Midland Co. | $1,328,000 | – | 27,550 | – | 0.04% | – |
| New | OPAP SA | $1,324,000 | – | 166,150 | – | 0.04% | – | |
| CR | New | Crane Co. | $1,301,000 | – | 22,150 | – | 0.04% | – |
| New | Ascendas India Trust | $1,291,000 | – | 1,942,700 | – | 0.04% | – | |
| New | ABB Ltd. | $1,113,000 | – | 53,150 | – | 0.04% | – | |
| TEVA | New | Teva Pharmaceutical Industriesadr | $1,135,000 | – | 19,200 | – | 0.04% | – |
| New | Novartis AG | $1,074,000 | – | 10,900 | – | 0.03% | – | |
| NOV | New | National-Oilwell Varco Inc. | $1,040,000 | – | 21,550 | – | 0.03% | – |
| New | Lenovo Group Ltd | $998,000 | – | 720,000 | – | 0.03% | – | |
| CSX | New | CSX Corp. | $994,000 | – | 30,450 | – | 0.03% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $1,006,000 | – | 7,750 | – | 0.03% | – |
| New | Axiata | $977,000 | – | 572,500 | – | 0.03% | – | |
| SIEGY | New | Siemens A.G. (ADR)adr | $954,000 | – | 9,400 | – | 0.03% | – |
| EIX | New | Edison International | $906,000 | – | 16,300 | – | 0.03% | – |
| HAL | New | Halliburton Co. | $889,000 | – | 20,650 | – | 0.03% | – |
| MDT | New | Medtronic PLC | $864,000 | – | 11,660 | – | 0.03% | – |
| New | PT Telekomunikasi Indonesia Pe | $866,000 | – | 3,945,000 | – | 0.03% | – | |
| BBT | New | BB&T Corp. | $840,000 | – | 20,850 | – | 0.03% | – |
| ORCL | New | Oracle Corp. | $814,000 | – | 20,200 | – | 0.03% | – |
| OXY | New | Occidental Petroleum Corp. | $782,000 | – | 10,050 | – | 0.02% | – |
| PPL | New | PPL Corp. | $797,000 | – | 27,050 | – | 0.02% | – |
| DIS | New | Walt Disney Co. | $788,000 | – | 6,900 | – | 0.02% | – |
| ETN | New | Eaton Corp. PLC (ADR)adr | $742,000 | – | 11,000 | – | 0.02% | – |
| GSK | New | GlaxoSmithKline PLC (ADR)adr | $750,000 | – | 18,000 | – | 0.02% | – |
| CPA | New | Copa Holdings S.A. | $766,000 | – | 9,280 | – | 0.02% | – |
| New | Unilever N.V. | $731,000 | – | 17,550 | – | 0.02% | – | |
| SNY | New | Sanofi (ADR)adr | $693,000 | – | 14,000 | – | 0.02% | – |
| MS | New | Morgan Stanley | $590,000 | – | 15,200 | – | 0.02% | – |
| JCI | New | Johnson Controls Inc. | $585,000 | – | 11,820 | – | 0.02% | – |
| CB | New | Chubb Corp. | $585,000 | – | 6,150 | – | 0.02% | – |
| C | New | Citigroup Inc. | $586,000 | – | 10,600 | – | 0.02% | – |
| ALL | New | Allstate Corp. | $558,000 | – | 8,600 | – | 0.02% | – |
| KRO | New | Kronos Worldwide Inc. | $539,000 | – | 49,200 | – | 0.02% | – |
| BWA | New | BorgWarner Inc. | $540,000 | – | 9,500 | – | 0.02% | – |
| New | Pacific Hospital Supply Co | $486,000 | – | 244,000 | – | 0.02% | – | |
| New | Industrias Penoles S.A. de C.V | $361,000 | – | 22,160 | – | 0.01% | – | |
| BWXT | New | BWX Technologies | $366,000 | – | 11,150 | – | 0.01% | – |
| New | PT Perusahaan Gas Negara | $343,000 | – | 1,060,500 | – | 0.01% | – | |
| LXU | New | LSB Industries Inc. | $323,000 | – | 7,900 | – | 0.01% | – |
| ASNA | New | Ascena Retail Group | $316,000 | – | 19,000 | – | 0.01% | – |
| BBG | New | Bill Barrett Corp. | $309,000 | – | 36,000 | – | 0.01% | – |
| KBR | New | KBR Inc. | $320,000 | – | 16,450 | – | 0.01% | – |
| NADL | New | North Atlantic Drilling Ltd | $276,000 | – | 231,550 | – | 0.01% | – |
| ALR | New | Alere Inc. | $293,000 | – | 5,550 | – | 0.01% | – |
| HBM | New | HudBay Minerals Inc. | $284,000 | – | 34,100 | – | 0.01% | – |
| NBHC | New | National Bank Holdings Corp. | $239,000 | – | 11,450 | – | 0.01% | – |
| AVT | New | Avnet Inc. | $251,000 | – | 6,100 | – | 0.01% | – |
| LTXB | New | Legacy Texas Financial Group | $236,000 | – | 7,800 | – | 0.01% | – |
| AGCO | New | AGCO Corp. | $256,000 | – | 4,500 | – | 0.01% | – |
| CVBF | New | CVB Financial Corp. | $266,000 | – | 15,100 | – | 0.01% | – |
| DVN | New | Devon Energy Corp. | $238,000 | – | 4,000 | – | 0.01% | – |
| NTTYY | New | Nippon Telegraph & Telephone Cadr | $254,000 | – | 7,000 | – | 0.01% | – |
| SPR | New | Spirit AeroSystems Holdings In | $241,000 | – | 4,375 | – | 0.01% | – |
| WRB | New | W.R. Berkley Corp. | $227,000 | – | 4,370 | – | 0.01% | – |
| XEC | New | Cimarex Energy Co. | $226,000 | – | 2,050 | – | 0.01% | – |
| VSTO | New | Vista Outdoor Inc. | $211,000 | – | 4,700 | – | 0.01% | – |
| SAH | New | Sonic Automotive Inc. (Cl A) | $231,000 | – | 9,700 | – | 0.01% | – |
| FNF | New | Fidelity National Financial In | $229,000 | – | 6,180 | – | 0.01% | – |
| OA | New | Orbital ATK Inc. | $231,000 | – | 3,150 | – | 0.01% | – |
| OZRK | New | Bank of The Ozarks Inc. | $212,000 | – | 4,630 | – | 0.01% | – |
| AGO | New | Assured Guaranty Ltd. | $206,000 | – | 8,600 | – | 0.01% | – |
| SOUHY | New | South32 LTD (ADR)adr | $93,000 | – | 13,880 | – | 0.00% | – |
Q4 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Ind & Comm BK of China | $0 | – | -211,000 | – | -0.00% | – | |
| HUBB | Exit | Hubbell Inc. Cl B | $0 | – | -1,670 | – | -0.01% | – |
| CVBF | Exit | CVB Financial Corp. | $0 | – | -15,100 | – | -0.01% | – |
| NTTYY | Exit | Nippon Telegraph & Telephone Cadr | $0 | – | -7,000 | – | -0.01% | – |
| LECO | Exit | Lincoln Electric Holdings Inc. | $0 | – | -2,930 | – | -0.01% | – |
| AGO | Exit | Assured Guaranty Ltd. | $0 | – | -11,200 | – | -0.01% | – |
| ASNA | Exit | Ascena Retail Group | $0 | – | -20,150 | – | -0.01% | – |
| ITRI | Exit | Itron Inc. | $0 | – | -6,450 | – | -0.01% | – |
| AGCO | Exit | AGCO Corp | $0 | – | -5,850 | – | -0.01% | – |
| AREXQ | Exit | Approach Resources Inc. | $0 | – | -17,500 | – | -0.01% | – |
| GSTCQ | Exit | Gastar Exploration Ltd. | $0 | – | -41,750 | – | -0.01% | – |
| ALR | Exit | Alere Inc. | $0 | – | -7,525 | – | -0.01% | – |
| NBHC | Exit | National Bank Holdings Corp. | $0 | – | -15,150 | – | -0.01% | – |
| LXU | Exit | LSB Industries Inc. | $0 | – | -7,900 | – | -0.01% | – |
| F102PS | Exit | The Babcock & Wilcox Company | $0 | – | -11,200 | – | -0.01% | – |
| BBG | Exit | Bill Barrett Corp. | $0 | – | -14,150 | – | -0.01% | – |
| CYH | Exit | Community Health Systems Inc. | $0 | – | -5,900 | – | -0.01% | – |
| AVT | Exit | Avnet Inc. | $0 | – | -8,900 | – | -0.01% | – |
| WRB | Exit | W.R. Berkley Corp. | $0 | – | -7,435 | – | -0.01% | – |
| NEM | Exit | Newmont Mining Corp. | $0 | – | -15,750 | – | -0.01% | – |
| FNF | Exit | Fidelity National Financial In | $0 | – | -12,520 | – | -0.01% | – |
| SPR | Exit | Spirit AeroSystems Holdings In | $0 | – | -10,420 | – | -0.01% | – |
| CHL | Exit | China Mobile Ltd. (ADR)adr | $0 | – | -6,900 | – | -0.01% | – |
| HBM | Exit | HudBay Minerals Inc. | $0 | – | -53,300 | – | -0.01% | – |
| BWA | Exit | BorgWarner Inc. | $0 | – | -9,500 | – | -0.01% | – |
| JCI | Exit | Johnson Controls Inc. | $0 | – | -11,820 | – | -0.01% | – |
| ALL | Exit | Allstate Corp. | $0 | – | -8,600 | – | -0.01% | – |
| C | Exit | Citigroup Inc. | $0 | – | -10,600 | – | -0.02% | – |
| KBR | Exit | KBR Inc. | $0 | – | -29,230 | – | -0.02% | – |
| Exit | Pacific Hospital Supply Co | $0 | – | -244,000 | – | -0.02% | – | |
| CB | Exit | Chubb Corp. | $0 | – | -6,150 | – | -0.02% | – |
| Exit | Genting Malaysia Berhad | $0 | – | -464,600 | – | -0.02% | – | |
| DIS | Exit | Walt Disney Co. | $0 | – | -6,900 | – | -0.02% | – |
| Exit | Samsung Electronics Co. Ltd. - | $0 | – | -1,550 | – | -0.02% | – | |
| Exit | Unilever N.V. | $0 | – | -17,550 | – | -0.02% | – | |
| SJM | Exit | J.M. Smucker Co. | $0 | – | -7,250 | – | -0.02% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -20,150 | – | -0.02% | – |
| DVN | Exit | Devon Energy Corp. | $0 | – | -10,750 | – | -0.02% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -20,200 | – | -0.02% | – |
| BBT | Exit | BB&T Corp. | $0 | – | -20,850 | – | -0.02% | – |
| Exit | Kingfisher PLC | $0 | – | -152,000 | – | -0.02% | – | |
| MDT | Exit | Medtronic Inc. | $0 | – | -13,250 | – | -0.02% | – |
| Exit | Ascendas India Trust | $0 | – | -1,369,000 | – | -0.02% | – | |
| Exit | Fibra Uno Administracion | $0 | – | -253,000 | – | -0.02% | – | |
| Exit | SJM Holdings Ltd | $0 | – | -459,000 | – | -0.02% | – | |
| SPIL | Exit | Siliconware Precision Ind. Co.adr | $0 | – | -133,100 | – | -0.02% | – |
| AET | Exit | Aetna Inc. | $0 | – | -11,050 | – | -0.02% | – |
| HAS | Exit | Hasbro Inc. | $0 | – | -16,500 | – | -0.02% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -7,750 | – | -0.03% | – |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -10,050 | – | -0.03% | – |
| CIG | Exit | Companhia Energetica de Minasadr | $0 | – | -150,700 | – | -0.03% | – |
| WAG | Exit | Walgreen Co. | $0 | – | -17,000 | – | -0.03% | – |
| Exit | Novartis AG | $0 | – | -10,900 | – | -0.03% | – | |
| F113PS | Exit | Covidien Plc. | $0 | – | -11,820 | – | -0.03% | – |
| CSX | Exit | CSX Corp. | $0 | – | -35,150 | – | -0.03% | – |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -22,900 | – | -0.03% | – |
| Exit | ABB Ltd. | $0 | – | -53,150 | – | -0.03% | – | |
| Exit | Television Broadcasts Ltd. | $0 | – | -199,500 | – | -0.03% | – | |
| Exit | Axiata | $0 | – | -572,500 | – | -0.03% | – | |
| XOM | Exit | Exxon Mobil Corp. | $0 | – | -13,350 | – | -0.03% | – |
| Exit | Bank Pekao SA | $0 | – | -21,000 | – | -0.03% | – | |
| CAH | Exit | Cardinal Health Inc. | $0 | – | -16,950 | – | -0.04% | – |
| Exit | Industrias Penoles S.A. de C.V | $0 | – | -55,160 | – | -0.04% | – | |
| Exit | Great Wall Motor Company | $0 | – | -324,000 | – | -0.04% | – | |
| HAL | Exit | Halliburton Co. | $0 | – | -20,650 | – | -0.04% | – |
| Exit | Hyundai Motor Co. | $0 | – | -7,590 | – | -0.04% | – | |
| BAX | Exit | Baxter International Inc. | $0 | – | -19,600 | – | -0.04% | – |
| BSMX | Exit | Grupo Financiero Santanderadr | $0 | – | -110,700 | – | -0.04% | – |
| ESLT | Exit | Elbit Systems Ltd. | $0 | – | -25,139 | – | -0.04% | – |
| Exit | China Everbright LTD | $0 | – | -876,000 | – | -0.04% | – | |
| DPS | Exit | Dr Pepper Snapple Group Inc. | $0 | – | -26,300 | – | -0.05% | – |
| LXFR | Exit | Luxfer Holdings PLCadr | $0 | – | -98,700 | – | -0.05% | – |
| Exit | MMI Holdings Limited | $0 | – | -750,700 | – | -0.05% | – | |
| Exit | Bidvest Group Ltd | $0 | – | -70,650 | – | -0.05% | – | |
| Exit | KT&G Corp. - LOCAL | $0 | – | -20,400 | – | -0.05% | – | |
| SIMO | Exit | Silicon Motion Technology Corpadr | $0 | – | -71,700 | – | -0.05% | – |
| Exit | Indianbulls Housingadr | $0 | – | -300,000 | – | -0.05% | – | |
| Exit | OPAP SA | $0 | – | -157,750 | – | -0.06% | – | |
| Exit | Major Cineplex Group | $0 | – | -2,836,800 | – | -0.06% | – | |
| Exit | Philippine Long Distance Tel | $0 | – | -31,305 | – | -0.06% | – | |
| Exit | Religare Health Trust | $0 | – | -2,870,000 | – | -0.06% | – | |
| PEGFF | Exit | Pacific Rubiales Energy Corp | $0 | – | -127,500 | – | -0.06% | – |
| Exit | Sats LTD | $0 | – | -995,000 | – | -0.06% | – | |
| Exit | CTCI Corp | $0 | – | -1,400,000 | – | -0.06% | – | |
| ABEV | Exit | Companhia de Bebidas das Ameriadr | $0 | – | -376,050 | – | -0.07% | – |
| Exit | SAB Miller PLC | $0 | – | -45,250 | – | -0.07% | – | |
| Exit | Lenovo Group Ltd | $0 | – | -1,720,000 | – | -0.07% | – | |
| Exit | PetroChina Co. Ltd | $0 | – | -2,050,000 | – | -0.07% | – | |
| TSM | Exit | Taiwan Semiconductor Man. Co.adr | $0 | – | -131,200 | – | -0.07% | – |
| Exit | PT Perusahaan Gas Negara | $0 | – | -5,760,500 | – | -0.08% | – | |
| PBRA | Exit | Petroleo Brasileiro S.A. (ADR)adr | $0 | – | -200,000 | – | -0.08% | – |
| Exit | Mediatek Inc | $0 | – | -210,000 | – | -0.08% | – | |
| Exit | Value Partners Group Ltd. | $0 | – | -4,225,000 | – | -0.08% | – | |
| TEVA | Exit | Teva Pharmaceutical Industriesadr | $0 | – | -61,500 | – | -0.09% | – |
| Exit | Aia Group Ltd | $0 | – | -715,000 | – | -0.10% | – | |
| IBN | Exit | ICICI Bank Ltd. (ADR)adr | $0 | – | -80,850 | – | -0.11% | – |
| Exit | Asseco Poland SA | $0 | – | -319,054 | – | -0.12% | – | |
| Exit | Kirin Holding Co. Ltd. | $0 | – | -345,000 | – | -0.13% | – | |
| NADL | Exit | North Atlantic Drilling Ltd | $0 | – | -737,700 | – | -0.14% | – |
| Exit | Smiths Group PLC | $0 | – | -251,250 | – | -0.14% | – | |
| Exit | Deutsche Post AG | $0 | – | -161,700 | – | -0.14% | – | |
| Exit | Rexam PLC | $0 | – | -872,808 | – | -0.19% | – | |
| ABB | Exit | ABB Ltd. (ADR)adr | $0 | – | -321,180 | – | -0.20% | – |
| Exit | BHP Billiton Ltd. | $0 | – | -264,500 | – | -0.22% | – | |
| Exit | Bayer AG | $0 | – | -56,650 | – | -0.22% | – | |
| Exit | Muenchener Reuckver AG | $0 | – | -40,880 | – | -0.22% | – | |
| COSWF | Exit | Canadian Oil Sands LTD | $0 | – | -447,850 | – | -0.23% | – |
| Exit | BOC Hong Kong Holdings Ltd. | $0 | – | -2,660,500 | – | -0.23% | – | |
| Exit | RTL Group S.A. | $0 | – | -101,060 | – | -0.24% | – | |
| Exit | Siemens AG | $0 | – | -74,250 | – | -0.24% | – | |
| Exit | StatoilHydro ASA | $0 | – | -330,510 | – | -0.25% | – | |
| RIOCF | Exit | RioCan Real Estate Investment | $0 | – | -411,600 | – | -0.26% | – |
| Exit | Sonic Healthcare Ltd. | $0 | – | -639,570 | – | -0.27% | – | |
| BTI | Exit | British American Tobacco PLC (adr | $0 | – | -88,500 | – | -0.27% | – |
| Exit | CNOOC Ltd | $0 | – | -6,027,000 | – | -0.28% | – | |
| Exit | BAE Systems PLC | $0 | – | -1,408,000 | – | -0.30% | – | |
| Exit | Royal Dutch Shell Class B | $0 | – | -272,000 | – | -0.30% | – | |
| Exit | Singapore Telecommunications L | $0 | – | -3,820,000 | – | -0.31% | – | |
| Exit | GlaxoSmithKline PLC | $0 | – | -498,400 | – | -0.31% | – | |
| Exit | Reckitt Benckiser Group PLC | $0 | – | -133,450 | – | -0.32% | – | |
| Exit | BNP Paribas | $0 | – | -176,000 | – | -0.32% | – | |
| Exit | HSBC Holdings PLC | $0 | – | -1,155,133 | – | -0.32% | – | |
| Exit | United Overseas Bank Ltd. | $0 | – | -675,900 | – | -0.33% | – | |
| Exit | MTN Group Ltd. | $0 | – | -567,530 | – | -0.33% | – | |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -641,050 | – | -0.34% | – |
| Exit | Orkla-Borregaard AS | $0 | – | -1,371,200 | – | -0.34% | – | |
| Exit | Roche Holding AG | $0 | – | -42,150 | – | -0.34% | – | |
| TTE | Exit | Total S.A. (ADR)adr | $0 | – | -199,750 | – | -0.35% | – |
| Exit | Sanofi-Aventis | $0 | – | -114,000 | – | -0.35% | – | |
| Exit | GDF Suez | $0 | – | -516,300 | – | -0.36% | – | |
| Exit | Nestle S.A. | $0 | – | -182,000 | – | -0.37% | – | |
| Exit | Imperial Tobacco Group PLC | $0 | – | -320,400 | – | -0.38% | – | |
| Exit | PT Telekomunikasi Indonesia Pe | $0 | – | -57,912,500 | – | -0.38% | – | |
| Exit | Zurich Insurance Group AG | $0 | – | -47,090 | – | -0.38% | – | |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -247,100 | – | -0.42% | – | |
| NVS | Exit | Novartis AG (ADR)adr | $0 | – | -174,700 | – | -0.45% | – |
| RHHBY | Exit | Roche Holdings Ltd. (ADR)adr | $0 | – | -552,100 | – | -0.56% | – |
| SYMC | Exit | Symantec Corp. | $0 | – | -909,186 | – | -0.59% | – |
| GLW | Exit | Corning Inc. | $0 | – | -1,117,965 | – | -0.59% | – |
| SJR | Exit | Shaw Communications Inc. (Cl B | $0 | – | -907,600 | – | -0.61% | – |
| BA | Exit | Boeing Co. | $0 | – | -248,400 | – | -0.87% | – |
| CEO | Exit | CNOOC Ltd. (ADR)adr | $0 | – | -190,890 | – | -0.90% | – |
| DOFSQ | Exit | Diamond Offshore Drilling Inc. | $0 | – | -1,494,200 | – | -1.40% | – |
| AZN | Exit | AstraZeneca PLC (ADR)adr | $0 | – | -752,100 | – | -1.47% | – |
| VOD | Exit | Vodafone Group PLC (ADR)adr | $0 | – | -1,799,618 | – | -1.62% | – |
| DEO | Exit | Diageo PLC (ADR)adr | $0 | – | -514,310 | – | -1.63% | – |
| HCP | Exit | HCP Inc. | $0 | – | -1,571,810 | – | -1.71% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -760,340 | – | -1.83% | – |
| PFE | Exit | Pfizer Inc. | $0 | – | -2,326,030 | – | -1.89% | – |
| HCN | Exit | Health Care REIT Inc. | $0 | – | -1,224,070 | – | -2.09% | – |
| UN | Exit | Unilever N.V. (ADR)adr | $0 | – | -2,034,310 | – | -2.21% | – |
| PM | Exit | Philip Morris International In | $0 | – | -983,250 | – | -2.25% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -776,750 | – | -2.29% | – |
| HSBC | Exit | HSBC Holdings PLC (ADR)adr | $0 | – | -1,665,780 | – | -2.32% | – |
| NEE | Exit | Nextera Energy Inc | $0 | – | -958,400 | – | -2.47% | – |
| MET | Exit | MetLife Inc. | $0 | – | -1,754,930 | – | -2.59% | – |
| MMM | Exit | 3M Co. | $0 | – | -676,770 | – | -2.63% | – |
| T | Exit | AT&T Inc. | $0 | – | -2,747,900 | – | -2.66% | – |
| COP | Exit | ConocoPhillips | $0 | – | -1,267,270 | – | -2.66% | – |
| INTC | Exit | Intel Corp. | $0 | – | -2,868,050 | – | -2.74% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -1,575,750 | – | -2.80% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -863,230 | – | -2.82% | – |
| RDSB | Exit | Royal Dutch Shell PLC ADR Badr | $0 | – | -1,332,230 | – | -2.89% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -2,290,800 | – | -2.91% | – |
| DD | Exit | E.I. DuPont de Nemours & Co. | $0 | – | -1,483,800 | – | -2.92% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -2,337,880 | – | -2.95% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -1,819,640 | – | -3.01% | – |
| GE | Exit | General Electric Co. | $0 | – | -4,280,450 | – | -3.01% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -4,383,250 | – | -3.03% | – |
| BCE | Exit | BCE Inc. | $0 | – | -2,620,420 | – | -3.07% | – |
| TRV | Exit | Travelers Cos. Inc. | $0 | – | -1,232,730 | – | -3.18% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -1,168,870 | – | -3.42% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -2,135,270 | – | -3.47% | – |
| RTN | Exit | Raytheon Co. | $0 | – | -1,260,260 | – | -3.51% | – |
Q3 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RTN | Sell | Raytheon Co. | $128,068,000 | +10.1% | 1,260,260 | -0.1% | 3.51% | +16.3% |
| MRK | Sell | Merck & Co. Inc. | $126,579,000 | +2.5% | 2,135,270 | -0.0% | 3.47% | +8.3% |
| JNJ | Buy | Johnson & Johnson | $124,590,000 | +1.9% | 1,168,870 | +0.1% | 3.42% | +7.7% |
| BCE | Buy | BCE Inc. | $112,049,000 | -4.4% | 2,620,420 | +1.4% | 3.07% | +1.0% |
| CSCO | Sell | Cisco Systems Inc. | $110,326,000 | +1.3% | 4,383,250 | -0.0% | 3.03% | +7.0% |
| GE | Sell | General Electric Co. | $109,665,000 | -2.5% | 4,280,450 | -0.0% | 3.01% | +3.0% |
| JPM | Sell | JP Morgan Chase & Co. | $109,615,000 | +4.5% | 1,819,640 | -0.0% | 3.01% | +10.4% |
| MO | Sell | Altria Group Inc. | $107,402,000 | -4.9% | 2,337,880 | -13.2% | 2.95% | +0.5% |
| DD | Sell | E.I. DuPont de Nemours & Co. | $106,477,000 | +9.6% | 1,483,800 | -0.0% | 2.92% | +15.8% |
| MSFT | Sell | Microsoft Corp. | $106,201,000 | -13.4% | 2,290,800 | -22.1% | 2.91% | -8.5% |
| RDSB | Sell | Royal Dutch Shell PLC ADR Badr | $105,406,000 | -17.5% | 1,332,230 | -9.2% | 2.89% | -12.8% |
| CVX | Buy | Chevron Corp. | $103,001,000 | -8.6% | 863,230 | +0.0% | 2.82% | -3.5% |
| LLY | Sell | Eli Lilly & Co. | $102,187,000 | -21.2% | 1,575,750 | -24.4% | 2.80% | -16.7% |
| INTC | Sell | Intel Corp. | $99,866,000 | -25.4% | 2,868,050 | -33.8% | 2.74% | -21.2% |
| COP | Sell | ConocoPhillips | $96,972,000 | -31.8% | 1,267,270 | -23.6% | 2.66% | -27.9% |
| T | Buy | AT&T Inc. | $96,836,000 | -0.3% | 2,747,900 | +0.0% | 2.66% | +5.3% |
| MMM | Sell | 3M Co. | $95,885,000 | -21.2% | 676,770 | -20.3% | 2.63% | -16.7% |
| MET | Sell | MetLife Inc. | $94,275,000 | -3.3% | 1,754,930 | -0.0% | 2.59% | +2.1% |
| NEE | Buy | Nextera Energy Inc | $89,975,000 | -4.0% | 958,400 | +4.8% | 2.47% | +1.4% |
| HSBC | Buy | HSBC Holdings PLC (ADR)adr | $84,755,000 | +0.2% | 1,665,780 | +0.0% | 2.32% | +5.8% |
| KMB | Buy | Kimberly-Clark Corp. | $83,555,000 | -0.3% | 776,750 | +3.1% | 2.29% | +5.3% |
| PM | Buy | Philip Morris International In | $82,003,000 | +2.0% | 983,250 | +3.1% | 2.25% | +7.8% |
| UN | Buy | Unilever N.V. (ADR)adr | $80,721,000 | -9.3% | 2,034,310 | +0.1% | 2.21% | -4.2% |
| HCN | Sell | Health Care REIT Inc. | $76,345,000 | -0.5% | 1,224,070 | -0.0% | 2.09% | +5.1% |
| PFE | Buy | Pfizer Inc. | $68,781,000 | +0.3% | 2,326,030 | +0.6% | 1.89% | +5.9% |
| HCP | Buy | HCP Inc. | $62,417,000 | -0.1% | 1,571,810 | +4.1% | 1.71% | +5.5% |
| AZN | Sell | AstraZeneca PLC (ADR)adr | $53,730,000 | -6.7% | 752,100 | -2.9% | 1.47% | -1.4% |
| DOFSQ | Sell | Diamond Offshore Drilling Inc. | $51,206,000 | -31.0% | 1,494,200 | -0.0% | 1.40% | -27.1% |
| CEO | Buy | CNOOC Ltd. (ADR)adr | $32,936,000 | +1755.5% | 190,890 | +1828.2% | 0.90% | +1863.0% |
| BA | Buy | Boeing Co. | $31,641,000 | +0.2% | 248,400 | +0.0% | 0.87% | +5.9% |
| SJR | Sell | Shaw Communications Inc. (Cl B | $22,209,000 | -4.8% | 907,600 | -0.2% | 0.61% | +0.5% |
| GLW | Buy | Corning Inc. | $21,621,000 | -11.5% | 1,117,965 | +0.4% | 0.59% | -6.6% |
| SYMC | Buy | Symantec Corp. | $21,375,000 | +4.9% | 909,186 | +2.2% | 0.59% | +10.8% |
| NVS | Sell | Novartis AG (ADR)adr | $16,445,000 | +3.8% | 174,700 | -0.2% | 0.45% | +9.7% |
| Buy | Sanofi-Aventis | $12,898,000 | +22.7% | 114,000 | +15.2% | 0.35% | +29.7% | |
| Buy | Roche Holding AG | $12,488,000 | +14.9% | 42,150 | +15.6% | 0.34% | +21.6% | |
| Buy | Orkla-Borregaard AS | $12,404,000 | +14.0% | 1,371,200 | +12.3% | 0.34% | +20.6% | |
| MFC | Buy | Manulife Financial Corp. | $12,340,000 | +17.1% | 641,050 | +20.9% | 0.34% | +23.4% |
| Buy | MTN Group Ltd. | $11,971,000 | +4.8% | 567,530 | +4.6% | 0.33% | +10.8% | |
| Buy | HSBC Holdings PLC | $11,834,000 | +14.9% | 1,155,133 | +13.8% | 0.32% | +21.7% | |
| Buy | BNP Paribas | $11,677,000 | +31.3% | 176,000 | +34.2% | 0.32% | +38.5% | |
| Buy | Reckitt Benckiser Group PLC | $11,574,000 | +12.1% | 133,450 | +12.7% | 0.32% | +18.3% | |
| Sell | GlaxoSmithKline PLC | $11,417,000 | -22.5% | 498,400 | -9.6% | 0.31% | -18.3% | |
| Sell | Singapore Telecommunications L | $11,382,000 | -12.7% | 3,820,000 | -9.5% | 0.31% | -7.7% | |
| Buy | BAE Systems PLC | $10,762,000 | +44.2% | 1,408,000 | +39.7% | 0.30% | +52.1% | |
| New | CNOOC Ltd | $10,339,000 | – | 6,027,000 | – | 0.28% | – | |
| BTI | Buy | British American Tobacco PLC (adr | $10,008,000 | +12.9% | 88,500 | +18.9% | 0.27% | +19.1% |
| RIOCF | Buy | RioCan Real Estate Investment | $9,430,000 | +6.4% | 411,600 | +18.8% | 0.26% | +12.6% |
| Buy | Siemens AG | $8,852,000 | +16.1% | 74,250 | +28.6% | 0.24% | +22.7% | |
| Buy | RTL Group S.A. | $8,652,000 | -8.2% | 101,060 | +19.5% | 0.24% | -3.3% | |
| Buy | BOC Hong Kong Holdings Ltd. | $8,480,000 | +120.0% | 2,660,500 | +100.0% | 0.23% | +133.0% | |
| Buy | Bayer AG | $7,936,000 | +0.5% | 56,650 | +1.3% | 0.22% | +6.3% | |
| Sell | BHP Billiton Ltd. | $7,839,000 | -25.7% | 264,500 | -15.1% | 0.22% | -21.5% | |
| ABB | Buy | ABB Ltd. (ADR)adr | $7,198,000 | +31.6% | 321,180 | +35.2% | 0.20% | +38.7% |
| Buy | Rexam PLC | $6,959,000 | +64.6% | 872,808 | +88.8% | 0.19% | +73.6% | |
| Sell | Deutsche Post AG | $5,186,000 | -30.6% | 161,700 | -21.8% | 0.14% | -26.8% | |
| Buy | Smiths Group PLC | $5,148,000 | +15.3% | 251,250 | +24.8% | 0.14% | +21.6% | |
| Sell | Asseco Poland SA | $4,497,000 | -4.9% | 319,054 | -8.6% | 0.12% | 0.0% | |
| IBN | Buy | ICICI Bank Ltd. (ADR)adr | $3,970,000 | +77.0% | 80,850 | +79.9% | 0.11% | +87.9% |
| Buy | Aia Group Ltd | $3,697,000 | +77.2% | 715,000 | +72.3% | 0.10% | +87.0% | |
| TEVA | Buy | Teva Pharmaceutical Industriesadr | $3,306,000 | +52.0% | 61,500 | +48.2% | 0.09% | +62.5% |
| Buy | Mediatek Inc | $3,110,000 | +67.2% | 210,000 | +90.9% | 0.08% | +77.1% | |
| Buy | Value Partners Group Ltd. | $3,085,000 | +100.3% | 4,225,000 | +83.7% | 0.08% | +112.5% | |
| PBRA | Buy | Petroleo Brasileiro S.A. (ADR)adr | $2,978,000 | +94.3% | 200,000 | +104.1% | 0.08% | +105.0% |
| Buy | PT Perusahaan Gas Negara | $2,837,000 | +85.1% | 5,760,500 | +76.7% | 0.08% | +95.0% | |
| TSM | Buy | Taiwan Semiconductor Man. Co.adr | $2,648,000 | +22.2% | 131,200 | +29.5% | 0.07% | +30.4% |
| Buy | PetroChina Co. Ltd | $2,627,000 | +98.1% | 2,050,000 | +95.2% | 0.07% | +111.8% | |
| Buy | Lenovo Group Ltd | $2,561,000 | +12.3% | 1,720,000 | +3.0% | 0.07% | +18.6% | |
| Buy | SAB Miller PLC | $2,515,000 | +20.9% | 45,250 | +26.0% | 0.07% | +27.8% | |
| ABEV | Buy | Companhia de Bebidas das Ameriadr | $2,463,000 | +119.7% | 376,050 | +136.1% | 0.07% | +134.5% |
| Buy | CTCI Corp | $2,384,000 | +44.9% | 1,400,000 | +47.4% | 0.06% | +51.2% | |
| Buy | Sats LTD | $2,387,000 | +156.1% | 995,000 | +168.9% | 0.06% | +170.8% | |
| Buy | Philippine Long Distance Tel | $2,161,000 | +38.4% | 31,305 | +37.3% | 0.06% | +43.9% | |
| PEGFF | Buy | Pacific Rubiales Energy Corp | $2,147,000 | +134.9% | 127,500 | +183.3% | 0.06% | +145.8% |
| New | Religare Health Trust | $2,138,000 | – | 2,870,000 | – | 0.06% | – | |
| Buy | Major Cineplex Group | $2,117,000 | +153.2% | 2,836,800 | +97.5% | 0.06% | +163.6% | |
| Buy | OPAP SA | $2,063,000 | +7.6% | 157,750 | +46.4% | 0.06% | +14.0% | |
| New | Indianbulls Housingadr | $1,956,000 | – | 300,000 | – | 0.05% | – | |
| SIMO | New | Silicon Motion Technology Corpadr | $1,932,000 | – | 71,700 | – | 0.05% | – |
| Buy | KT&G Corp. - LOCAL | $1,827,000 | +98.6% | 20,400 | +96.2% | 0.05% | +108.3% | |
| Buy | Bidvest Group Ltd | $1,787,000 | +88.7% | 70,650 | +98.2% | 0.05% | +96.0% | |
| Buy | MMI Holdings Limited | $1,741,000 | +21.5% | 750,700 | +29.3% | 0.05% | +29.7% | |
| LXFR | Buy | Luxfer Holdings PLCadr | $1,704,000 | +13.8% | 98,700 | +24.9% | 0.05% | +20.5% |
| DPS | Sell | Dr Pepper Snapple Group Inc. | $1,691,000 | +8.5% | 26,300 | -1.1% | 0.05% | +15.0% |
| Buy | China Everbright LTD | $1,643,000 | +224.7% | 876,000 | +133.0% | 0.04% | +246.2% | |
| BSMX | Buy | Grupo Financiero Santanderadr | $1,498,000 | +39.0% | 110,700 | +36.3% | 0.04% | +46.4% |
| BAX | Buy | Baxter International Inc. | $1,407,000 | +15.1% | 19,600 | +16.0% | 0.04% | +21.9% |
| Sell | Hyundai Motor Co. | $1,370,000 | -29.7% | 7,590 | -11.6% | 0.04% | -25.5% | |
| Buy | Industrias Penoles S.A. de C.V | $1,262,000 | +77.2% | 55,160 | +93.8% | 0.04% | +94.4% | |
| Buy | Great Wall Motor Company | $1,258,000 | +119.9% | 324,000 | +110.4% | 0.04% | +133.3% | |
| Sell | Bank Pekao SA | $1,234,000 | -15.8% | 21,000 | -18.0% | 0.03% | -10.5% | |
| XOM | Sell | Exxon Mobil Corp. | $1,256,000 | -6.8% | 13,350 | -0.2% | 0.03% | -2.9% |
| Buy | ABB Ltd. | $1,195,000 | +24.0% | 53,150 | +27.0% | 0.03% | +32.0% | |
| Buy | Television Broadcasts Ltd. | $1,191,000 | +53.5% | 199,500 | +66.9% | 0.03% | +65.0% | |
| WFC | Sell | Wells Fargo & Co. | $1,188,000 | -2.1% | 22,900 | -0.9% | 0.03% | +3.1% |
| CSX | Buy | CSX Corp. | $1,127,000 | +4.8% | 35,150 | +0.7% | 0.03% | +10.7% |
| WAG | Buy | Walgreen Co. | $1,008,000 | -16.3% | 17,000 | +4.6% | 0.03% | -9.7% |
| CIG | Buy | Companhia Energetica de Minasadr | $939,000 | +24.7% | 150,700 | +59.9% | 0.03% | +30.0% |
| New | Kingfisher PLC | $798,000 | – | 152,000 | – | 0.02% | – | |
| Sell | Pacific Hospital Supply Co | $549,000 | -40.4% | 244,000 | -29.3% | 0.02% | -37.5% | |
| FNF | Buy | Fidelity National Financial In | $347,000 | +10.5% | 12,520 | +30.7% | 0.01% | +25.0% |
| BBG | Sell | Bill Barrett Corp. | $312,000 | -29.4% | 14,150 | -14.2% | 0.01% | -18.2% |
| LXU | Buy | LSB Industries Inc. | $282,000 | -0.4% | 7,900 | +16.2% | 0.01% | +14.3% |
| NBHC | New | National Bank Holdings Corp. | $290,000 | – | 15,150 | – | 0.01% | – |
| ALR | Sell | Alere Inc. | $292,000 | -25.5% | 7,525 | -28.1% | 0.01% | -20.0% |
| GSTCQ | New | Gastar Exploration Ltd. | $245,000 | – | 41,750 | – | 0.01% | – |
| LECO | Sell | Lincoln Electric Holdings Inc. | $203,000 | -20.1% | 2,930 | -19.5% | 0.01% | -14.3% |
| NIHDQ | Exit | NII Holdings Inc. | $0 | – | -42,550 | – | -0.00% | – |
| VPFG | Exit | Viewpoint Financial Group | $0 | – | -7,800 | – | -0.01% | – |
| WBC | Exit | WABCO Holdings Inc. | $0 | – | -2,300 | – | -0.01% | – |
| XEC | Exit | Cimarex Energy Co. | $0 | – | -1,960 | – | -0.01% | – |
| Exit | Tesco PLC | $0 | – | -67,000 | – | -0.01% | – | |
| TDW | Exit | Tidewater Inc | $0 | – | -5,850 | – | -0.01% | – |
| ITT | Exit | ITT Corp. | $0 | – | -7,300 | – | -0.01% | – |
| OCR | Exit | Omnicare Inc. | $0 | – | -5,800 | – | -0.01% | – |
| OZRK | Exit | Bank of The Ozarks Inc. | $0 | – | -11,340 | – | -0.01% | – |
| SSL | Exit | Sasol Ltd. (ADR)adr | $0 | – | -6,400 | – | -0.01% | – |
| Exit | Industries Qatar | $0 | – | -8,450 | – | -0.01% | – | |
| Exit | Zenith Bank PLC | $0 | – | -3,000,500 | – | -0.01% | – | |
| Exit | KT Corp | $0 | – | -16,000 | – | -0.01% | – | |
| Exit | Bajaj Holdings and Investmentadr | $0 | – | -27,051 | – | -0.02% | – | |
| Exit | AstraZeneca PLC | $0 | – | -8,850 | – | -0.02% | – | |
| Exit | Lafarge Cement Wapco | $0 | – | -980,298 | – | -0.02% | – | |
| Exit | Hatton National Bank | $0 | – | -575,973 | – | -0.02% | – | |
| Exit | KCell JSC (REG S) | $0 | – | -46,212 | – | -0.02% | – | |
| Exit | Novatek Microelectronics Corp. | $0 | – | -150,000 | – | -0.02% | – | |
| Exit | Oil India - Exp 2/6/17adr | $0 | – | -80,000 | – | -0.02% | – | |
| Exit | TF Adminstradora Industrial | $0 | – | -388,000 | – | -0.02% | – | |
| Exit | Belgacom | $0 | – | -27,700 | – | -0.02% | – | |
| Exit | Arcelik AS | $0 | – | -152,000 | – | -0.02% | – | |
| CPA | Exit | Copa Holdings S.A. | $0 | – | -6,520 | – | -0.02% | – |
| Exit | Synthomer PLC | $0 | – | -253,350 | – | -0.03% | – | |
| Exit | NTPC LTD EXP 5/26/2015adr | $0 | – | -408,000 | – | -0.03% | – | |
| Exit | Asian Pay TV | $0 | – | -1,810,000 | – | -0.03% | – | |
| Exit | Power Finance Corp - Exp 6/30/adr | $0 | – | -227,000 | – | -0.03% | – | |
| Exit | MMC Norilsk Nickel | $0 | – | -60,000 | – | -0.03% | – | |
| Exit | Powszechny Zaklad Ubezpiecze | $0 | – | -8,700 | – | -0.03% | – | |
| Exit | Michelin cie Generale de Estab | $0 | – | -10,700 | – | -0.03% | – | |
| Exit | Advanced Semiconductor Enginee | $0 | – | -1,010,000 | – | -0.03% | – | |
| Exit | Riyad Bank 1/20/16adr | $0 | – | -285,100 | – | -0.04% | – | |
| Exit | Mirae Asset Securities Co | $0 | – | -34,000 | – | -0.04% | – | |
| Exit | Saudi Basic Industries Corp 9/adr | $0 | – | -54,700 | – | -0.04% | – | |
| Exit | Compal Electronics | $0 | – | -2,350,000 | – | -0.05% | – | |
| Exit | BM&F Bovespa | $0 | – | -378,300 | – | -0.05% | – | |
| Exit | Taiwan Semiconductor Manufactu | $0 | – | -972,229 | – | -0.11% | – | |
| Exit | Lukoil OAO | $0 | – | -191,200 | – | -0.30% | – | |
| Exit | SSE PLC | $0 | – | -432,400 | – | -0.30% | – | |
| Exit | Deutsche Telekom AG | $0 | – | -727,750 | – | -0.33% | – |
Q2 2014
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| COP | New | ConocoPhillips | $142,165,000 | – | 1,658,290 | – | 3.69% | – |
| INTC | New | Intel Corp. | $133,904,000 | – | 4,333,450 | – | 3.48% | – |
| LLY | New | Eli Lilly & Co. | $129,628,000 | – | 2,085,050 | – | 3.37% | – |
| RDSB | New | Royal Dutch Shell PLC ADR Badr | $127,716,000 | – | 1,467,830 | – | 3.32% | – |
| MRK | New | Merck & Co. Inc. | $123,529,000 | – | 2,135,330 | – | 3.21% | – |
| MSFT | New | Microsoft Corp. | $122,645,000 | – | 2,941,130 | – | 3.18% | – |
| JNJ | New | Johnson & Johnson | $122,219,000 | – | 1,168,220 | – | 3.17% | – |
| MMM | New | 3M Co. | $121,649,000 | – | 849,270 | – | 3.16% | – |
| BCE | New | BCE Inc. | $117,220,000 | – | 2,584,220 | – | 3.04% | – |
| RTN | New | Raytheon Co. | $116,351,000 | – | 1,261,260 | – | 3.02% | – |
| TRV | New | Travelers Cos. Inc. | $115,963,000 | – | 1,232,730 | – | 3.01% | – |
| MO | New | Altria Group Inc. | $112,935,000 | – | 2,692,780 | – | 2.93% | – |
| CVX | New | Chevron Corp. | $112,688,000 | – | 863,180 | – | 2.93% | – |
| GE | New | General Electric Co. | $112,492,000 | – | 4,280,530 | – | 2.92% | – |
| CSCO | New | Cisco Systems Inc. | $108,926,000 | – | 4,383,350 | – | 2.83% | – |
| JPM | New | JP Morgan Chase & Co. | $104,870,000 | – | 1,820,030 | – | 2.72% | – |
| MET | New | MetLife Inc. | $97,509,000 | – | 1,755,030 | – | 2.53% | – |
| T | New | AT&T Inc. | $97,160,000 | – | 2,747,750 | – | 2.52% | – |
| DD | New | E.I. DuPont de Nemours & Co. | $97,120,000 | – | 1,484,100 | – | 2.52% | – |
| NEE | New | Nextera Energy Inc | $93,716,000 | – | 914,480 | – | 2.43% | – |
| UN | New | Unilever N.V. (ADR)adr | $88,956,000 | – | 2,032,810 | – | 2.31% | – |
| HSBC | New | HSBC Holdings PLC (ADR)adr | $84,606,000 | – | 1,665,480 | – | 2.20% | – |
| KMB | New | Kimberly-Clark Corp. | $83,804,000 | – | 753,500 | – | 2.18% | – |
| PM | New | Philip Morris International In | $80,379,000 | – | 953,380 | – | 2.09% | – |
| HCN | New | Health Care REIT Inc. | $76,750,000 | – | 1,224,670 | – | 1.99% | – |
| DOFSQ | New | Diamond Offshore Drilling Inc. | $74,161,000 | – | 1,494,270 | – | 1.92% | – |
| PFE | New | Pfizer Inc. | $68,606,000 | – | 2,311,530 | – | 1.78% | – |
| GPC | New | Genuine Parts Co. | $66,758,000 | – | 760,340 | – | 1.73% | – |
| DEO | New | Diageo PLC (ADR)adr | $65,456,000 | – | 514,310 | – | 1.70% | – |
| HCP | New | HCP Inc. | $62,480,000 | – | 1,509,910 | – | 1.62% | – |
| VOD | New | Vodafone Group PLC (ADR)adr | $60,089,000 | – | 1,799,618 | – | 1.56% | – |
| AZN | New | AstraZeneca PLC (ADR)adr | $57,587,000 | – | 774,950 | – | 1.50% | – |
| BA | New | Boeing Co. | $31,591,000 | – | 248,300 | – | 0.82% | – |
| GLW | New | Corning Inc. | $24,442,000 | – | 1,113,515 | – | 0.64% | – |
| SJR | New | Shaw Communications Inc. (Cl B | $23,331,000 | – | 909,250 | – | 0.61% | – |
| RHHBY | New | Roche Holdings Ltd. (ADR)adr | $20,593,000 | – | 552,100 | – | 0.54% | – |
| SYMC | New | Symantec Corp. | $20,381,000 | – | 889,986 | – | 0.53% | – |
| NVS | New | Novartis AG (ADR)adr | $15,843,000 | – | 175,000 | – | 0.41% | – |
| New | Nippon Telegraph & Telephone C | $15,411,000 | – | 247,100 | – | 0.40% | – | |
| New | GlaxoSmithKline PLC | $14,738,000 | – | 551,100 | – | 0.38% | – | |
| TTE | New | Total S.A. (ADR)adr | $14,422,000 | – | 199,750 | – | 0.37% | – |
| New | Imperial Tobacco Group PLC | $14,408,000 | – | 320,400 | – | 0.37% | – | |
| New | GDF Suez | $14,212,000 | – | 516,300 | – | 0.37% | – | |
| New | Zurich Insurance Group AG | $14,194,000 | – | 47,090 | – | 0.37% | – | |
| New | Nestle S.A. | $14,099,000 | – | 182,000 | – | 0.37% | – | |
| New | Singapore Telecommunications L | $13,033,000 | – | 4,220,000 | – | 0.34% | – | |
| New | Deutsche Telekom AG | $12,754,000 | – | 727,750 | – | 0.33% | – | |
| New | United Overseas Bank Ltd. | $12,210,000 | – | 675,900 | – | 0.32% | – | |
| New | PT Telekomunikasi Indonesia Pe | $12,042,000 | – | 57,912,500 | – | 0.31% | – | |
| New | Royal Dutch Shell Class B | $11,825,000 | – | 272,000 | – | 0.31% | – | |
| New | SSE PLC | $11,585,000 | – | 432,400 | – | 0.30% | – | |
| New | Lukoil OAO | $11,417,000 | – | 191,200 | – | 0.30% | – | |
| New | MTN Group Ltd. | $11,420,000 | – | 542,430 | – | 0.30% | – | |
| New | Orkla-Borregaard AS | $10,876,000 | – | 1,221,200 | – | 0.28% | – | |
| New | Roche Holding AG | $10,872,000 | – | 36,450 | – | 0.28% | – | |
| MFC | New | Manulife Financial Corp. | $10,537,000 | – | 530,300 | – | 0.27% | – |
| New | BHP Billiton Ltd. | $10,555,000 | – | 311,500 | – | 0.27% | – | |
| New | Sanofi-Aventis | $10,516,000 | – | 99,000 | – | 0.27% | – | |
| New | Sonic Healthcare Ltd. | $10,461,000 | – | 639,570 | – | 0.27% | – | |
| New | Reckitt Benckiser Group PLC | $10,329,000 | – | 118,450 | – | 0.27% | – | |
| New | HSBC Holdings PLC | $10,295,000 | – | 1,015,133 | – | 0.27% | – | |
| COSWF | New | Canadian Oil Sands LTD | $10,148,000 | – | 447,850 | – | 0.26% | – |
| New | StatoilHydro ASA | $10,147,000 | – | 330,510 | – | 0.26% | – | |
| New | RTL Group S.A. | $9,422,000 | – | 84,585 | – | 0.24% | – | |
| New | Muenchener Reuckver AG | $9,062,000 | – | 40,880 | – | 0.24% | – | |
| New | BNP Paribas | $8,893,000 | – | 131,100 | – | 0.23% | – | |
| RIOCF | New | RioCan Real Estate Investment | $8,860,000 | – | 346,550 | – | 0.23% | – |
| BTI | New | British American Tobacco PLC (adr | $8,866,000 | – | 74,450 | – | 0.23% | – |
| New | Bayer AG | $7,895,000 | – | 55,900 | – | 0.20% | – | |
| NADL | New | North Atlantic Drilling Ltd | $7,834,000 | – | 737,700 | – | 0.20% | – |
| New | Siemens AG | $7,626,000 | – | 57,750 | – | 0.20% | – | |
| New | BAE Systems PLC | $7,461,000 | – | 1,008,000 | – | 0.19% | – | |
| New | Deutsche Post AG | $7,474,000 | – | 206,700 | – | 0.19% | – | |
| ABB | New | ABB Ltd. (ADR)adr | $5,469,000 | – | 237,580 | – | 0.14% | – |
| New | Kirin Holding Co. Ltd. | $4,982,000 | – | 345,000 | – | 0.13% | – | |
| New | Asseco Poland SA | $4,728,000 | – | 349,054 | – | 0.12% | – | |
| New | Smiths Group PLC | $4,463,000 | – | 201,250 | – | 0.12% | – | |
| New | Rexam PLC | $4,228,000 | – | 462,221 | – | 0.11% | – | |
| New | Taiwan Semiconductor Manufactu | $4,119,000 | – | 972,229 | – | 0.11% | – | |
| New | BOC Hong Kong Holdings Ltd. | $3,854,000 | – | 1,330,500 | – | 0.10% | – | |
| New | Lenovo Group Ltd | $2,280,000 | – | 1,670,000 | – | 0.06% | – | |
| IBN | New | ICICI Bank Ltd. (ADR)adr | $2,243,000 | – | 44,950 | – | 0.06% | – |
| TSM | New | Taiwan Semiconductor Man. Co.adr | $2,167,000 | – | 101,300 | – | 0.06% | – |
| TEVA | New | Teva Pharmaceutical Industriesadr | $2,175,000 | – | 41,500 | – | 0.06% | – |
| New | Aia Group Ltd | $2,086,000 | – | 415,000 | – | 0.05% | – | |
| New | SAB Miller PLC | $2,080,000 | – | 35,900 | – | 0.05% | – | |
| New | BM&F Bovespa | $1,989,000 | – | 378,300 | – | 0.05% | – | |
| New | Hyundai Motor Co. | $1,948,000 | – | 8,590 | – | 0.05% | – | |
| New | OPAP SA | $1,918,000 | – | 107,750 | – | 0.05% | – | |
| New | Compal Electronics | $1,920,000 | – | 2,350,000 | – | 0.05% | – | |
| New | Mediatek Inc | $1,860,000 | – | 110,000 | – | 0.05% | – | |
| CEO | New | CNOOC Ltd. (ADR)adr | $1,775,000 | – | 9,900 | – | 0.05% | – |
| New | Saudi Basic Industries Corp 9/adr | $1,670,000 | – | 54,700 | – | 0.04% | – | |
| New | CTCI Corp | $1,645,000 | – | 950,000 | – | 0.04% | – | |
| New | Philippine Long Distance Tel | $1,561,000 | – | 22,805 | – | 0.04% | – | |
| New | PT Perusahaan Gas Negara | $1,533,000 | – | 3,260,500 | – | 0.04% | – | |
| PBRA | New | Petroleo Brasileiro S.A. (ADR)adr | $1,533,000 | – | 98,000 | – | 0.04% | – |
| New | Value Partners Group Ltd. | $1,540,000 | – | 2,300,000 | – | 0.04% | – | |
| ESLT | New | Elbit Systems Ltd. | $1,548,000 | – | 25,139 | – | 0.04% | – |
| DPS | New | Dr Pepper Snapple Group Inc. | $1,558,000 | – | 26,600 | – | 0.04% | – |
| New | Mirae Asset Securities Co | $1,507,000 | – | 34,000 | – | 0.04% | – | |
| LXFR | New | Luxfer Holdings PLCadr | $1,498,000 | – | 79,050 | – | 0.04% | – |
| New | Bank Pekao SA | $1,466,000 | – | 25,600 | – | 0.04% | – | |
| HAL | New | Halliburton Co. | $1,466,000 | – | 20,650 | – | 0.04% | – |
| New | MMI Holdings Limited | $1,433,000 | – | 580,700 | – | 0.04% | – | |
| New | Riyad Bank 1/20/16adr | $1,364,000 | – | 285,100 | – | 0.04% | – | |
| XOM | New | Exxon Mobil Corp. | $1,347,000 | – | 13,380 | – | 0.04% | – |
| New | PetroChina Co. Ltd | $1,326,000 | – | 1,050,000 | – | 0.03% | – | |
| New | Advanced Semiconductor Enginee | $1,314,000 | – | 1,010,000 | – | 0.03% | – | |
| New | Powszechny Zaklad Ubezpiecze | $1,271,000 | – | 8,700 | – | 0.03% | – | |
| New | Michelin cie Generale de Estab | $1,278,000 | – | 10,700 | – | 0.03% | – | |
| New | Axiata | $1,243,000 | – | 572,500 | – | 0.03% | – | |
| BAX | New | Baxter International Inc. | $1,222,000 | – | 16,900 | – | 0.03% | – |
| WFC | New | Wells Fargo & Co. | $1,214,000 | – | 23,100 | – | 0.03% | – |
| WAG | New | Walgreen Co. | $1,205,000 | – | 16,250 | – | 0.03% | – |
| New | MMC Norilsk Nickel | $1,189,000 | – | 60,000 | – | 0.03% | – | |
| New | SJM Holdings Ltd | $1,150,000 | – | 459,000 | – | 0.03% | – | |
| New | Power Finance Corp - Exp 6/30/adr | $1,159,000 | – | 227,000 | – | 0.03% | – | |
| CAH | New | Cardinal Health Inc. | $1,162,000 | – | 16,950 | – | 0.03% | – |
| New | Asian Pay TV | $1,132,000 | – | 1,810,000 | – | 0.03% | – | |
| ABEV | New | Companhia de Bebidas das Ameriadr | $1,121,000 | – | 159,250 | – | 0.03% | – |
| F113PS | New | Covidien Plc. | $1,066,000 | – | 11,820 | – | 0.03% | – |
| SPIL | New | Siliconware Precision Ind. Co.adr | $1,093,000 | – | 133,100 | – | 0.03% | – |
| BSMX | New | Grupo Financiero Santanderadr | $1,078,000 | – | 81,200 | – | 0.03% | – |
| CSX | New | CSX Corp. | $1,075,000 | – | 34,900 | – | 0.03% | – |
| New | NTPC LTD EXP 5/26/2015adr | $1,060,000 | – | 408,000 | – | 0.03% | – | |
| OXY | New | Occidental Petroleum Corp. | $1,031,000 | – | 10,050 | – | 0.03% | – |
| New | Synthomer PLC | $1,005,000 | – | 253,350 | – | 0.03% | – | |
| New | Novartis AG | $987,000 | – | 10,900 | – | 0.03% | – | |
| New | ABB Ltd. | $964,000 | – | 41,850 | – | 0.02% | – | |
| New | Bidvest Group Ltd | $947,000 | – | 35,650 | – | 0.02% | – | |
| New | KT&G Corp. - LOCAL | $920,000 | – | 10,400 | – | 0.02% | – | |
| CPA | New | Copa Holdings S.A. | $930,000 | – | 6,520 | – | 0.02% | – |
| New | Sats LTD | $932,000 | – | 370,000 | – | 0.02% | – | |
| TMO | New | Thermo Fisher Scientific Inc. | $914,000 | – | 7,750 | – | 0.02% | – |
| New | Pacific Hospital Supply Co | $921,000 | – | 345,000 | – | 0.02% | – | |
| New | Belgacom | $919,000 | – | 27,700 | – | 0.02% | – | |
| PEGFF | New | Pacific Rubiales Energy Corp | $914,000 | – | 45,000 | – | 0.02% | – |
| New | Ascendas India Trust | $917,000 | – | 1,369,000 | – | 0.02% | – | |
| New | Arcelik AS | $925,000 | – | 152,000 | – | 0.02% | – | |
| AET | New | Aetna Inc. | $896,000 | – | 11,050 | – | 0.02% | – |
| New | Fibra Uno Administracion | $883,000 | – | 253,000 | – | 0.02% | – | |
| New | TF Adminstradora Industrial | $873,000 | – | 388,000 | – | 0.02% | – | |
| HAS | New | Hasbro Inc. | $875,000 | – | 16,500 | – | 0.02% | – |
| SU | New | Suncor Energy Inc. | $859,000 | – | 20,150 | – | 0.02% | – |
| New | Major Cineplex Group | $836,000 | – | 1,436,000 | – | 0.02% | – | |
| DVN | New | Devon Energy Corp. | $854,000 | – | 10,750 | – | 0.02% | – |
| MDT | New | Medtronic Inc. | $845,000 | – | 13,250 | – | 0.02% | – |
| New | Samsung Electronics Co. Ltd. - | $811,000 | – | 1,550 | – | 0.02% | – | |
| BBT | New | BB&T Corp. | $822,000 | – | 20,850 | – | 0.02% | – |
| ORCL | New | Oracle Corp. | $819,000 | – | 20,200 | – | 0.02% | – |
| New | Oil India - Exp 2/6/17adr | $782,000 | – | 80,000 | – | 0.02% | – | |
| CIG | New | Companhia Energetica de Minasadr | $753,000 | – | 94,250 | – | 0.02% | – |
| New | Unilever N.V. | $768,000 | – | 17,550 | – | 0.02% | – | |
| New | Television Broadcasts Ltd. | $776,000 | – | 119,500 | – | 0.02% | – | |
| SJM | New | J.M. Smucker Co. | $773,000 | – | 7,250 | – | 0.02% | – |
| New | Novatek Microelectronics Corp. | $738,000 | – | 150,000 | – | 0.02% | – | |
| New | Hatton National Bank | $694,000 | – | 575,973 | – | 0.02% | – | |
| New | Industrias Penoles S.A. de C.V | $712,000 | – | 28,460 | – | 0.02% | – | |
| New | KCell JSC (REG S) | $695,000 | – | 46,212 | – | 0.02% | – | |
| KBR | New | KBR Inc. | $697,000 | – | 29,230 | – | 0.02% | – |
| New | AstraZeneca PLC | $657,000 | – | 8,850 | – | 0.02% | – | |
| New | Lafarge Cement Wapco | $668,000 | – | 980,298 | – | 0.02% | – | |
| BWA | New | BorgWarner Inc. | $619,000 | – | 9,500 | – | 0.02% | – |
| New | Genting Malaysia Berhad | $608,000 | – | 464,600 | – | 0.02% | – | |
| JCI | New | Johnson Controls Inc. | $590,000 | – | 11,820 | – | 0.02% | – |
| CB | New | Chubb Corp. | $567,000 | – | 6,150 | – | 0.02% | – |
| New | Great Wall Motor Company | $572,000 | – | 154,000 | – | 0.02% | – | |
| New | Bajaj Holdings and Investmentadr | $572,000 | – | 27,051 | – | 0.02% | – | |
| DIS | New | Walt Disney Co. | $592,000 | – | 6,900 | – | 0.02% | – |
| ALL | New | Allstate Corp. | $505,000 | – | 8,600 | – | 0.01% | – |
| C | New | Citigroup Inc. | $499,000 | – | 10,600 | – | 0.01% | – |
| New | KT Corp | $483,000 | – | 16,000 | – | 0.01% | – | |
| New | China Everbright LTD | $506,000 | – | 376,000 | – | 0.01% | – | |
| HBM | New | HudBay Minerals Inc. | $495,000 | – | 53,300 | – | 0.01% | – |
| New | Zenith Bank PLC | $462,000 | – | 3,000,500 | – | 0.01% | – | |
| BBG | New | Bill Barrett Corp. | $442,000 | – | 16,500 | – | 0.01% | – |
| SSL | New | Sasol Ltd. (ADR)adr | $378,000 | – | 6,400 | – | 0.01% | – |
| OCR | New | Omnicare Inc. | $386,000 | – | 5,800 | – | 0.01% | – |
| NEM | New | Newmont Mining Corp. | $401,000 | – | 15,750 | – | 0.01% | – |
| OZRK | New | Bank of The Ozarks Inc. | $379,000 | – | 11,340 | – | 0.01% | – |
| AVT | New | Avnet Inc. | $394,000 | – | 8,900 | – | 0.01% | – |
| AREXQ | New | Approach Resources Inc. | $398,000 | – | 17,500 | – | 0.01% | – |
| ALR | New | Alere Inc. | $392,000 | – | 10,470 | – | 0.01% | – |
| New | Industries Qatar | $392,000 | – | 8,450 | – | 0.01% | – | |
| TDW | New | Tidewater Inc | $328,000 | – | 5,850 | – | 0.01% | – |
| ASNA | New | Ascena Retail Group | $345,000 | – | 20,150 | – | 0.01% | – |
| F102PS | New | The Babcock & Wilcox Company | $364,000 | – | 11,200 | – | 0.01% | – |
| WRB | New | W.R. Berkley Corp. | $344,000 | – | 7,435 | – | 0.01% | – |
| AGCO | New | AGCO Corp | $329,000 | – | 5,850 | – | 0.01% | – |
| SPR | New | Spirit AeroSystems Holdings In | $351,000 | – | 10,420 | – | 0.01% | – |
| CHL | New | China Mobile Ltd. (ADR)adr | $335,000 | – | 6,900 | – | 0.01% | – |
| ITT | New | ITT Corp. | $351,000 | – | 7,300 | – | 0.01% | – |
| New | Tesco PLC | $326,000 | – | 67,000 | – | 0.01% | – | |
| FNF | New | Fidelity National Financial In | $314,000 | – | 9,579 | – | 0.01% | – |
| AGO | New | Assured Guaranty Ltd. | $274,000 | – | 11,200 | – | 0.01% | – |
| LECO | New | Lincoln Electric Holdings Inc. | $254,000 | – | 3,640 | – | 0.01% | – |
| ITRI | New | Itron Inc. | $262,000 | – | 6,450 | – | 0.01% | – |
| CYH | New | Community Health Systems Inc. | $268,000 | – | 5,900 | – | 0.01% | – |
| LXU | New | LSB Industries Inc. | $283,000 | – | 6,800 | – | 0.01% | – |
| XEC | New | Cimarex Energy Co. | $281,000 | – | 1,960 | – | 0.01% | – |
| WBC | New | WABCO Holdings Inc. | $246,000 | – | 2,300 | – | 0.01% | – |
| NTTYY | New | Nippon Telegraph & Telephone Cadr | $218,000 | – | 7,000 | – | 0.01% | – |
| CVBF | New | CVB Financial Corp. | $242,000 | – | 15,100 | – | 0.01% | – |
| HUBB | New | Hubbell Inc. Cl B | $206,000 | – | 1,670 | – | 0.01% | – |
| VPFG | New | Viewpoint Financial Group | $210,000 | – | 7,800 | – | 0.01% | – |
| New | Ind & Comm BK of China | $133,000 | – | 211,000 | – | 0.00% | – | |
| NIHDQ | New | NII Holdings Inc. | $23,000 | – | 42,550 | – | 0.00% | – |
Q4 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Exit | Indo Tambangraya Megah PT | $0 | – | -20,000 | – | -0.00% | – | |
| Exit | Lippo Malls Indonesia Retail | $0 | – | -160,000 | – | -0.00% | – | |
| Exit | Bosideng Intl Hldgs Ltd | $0 | – | -454,000 | – | -0.00% | – | |
| Exit | Ascendas India Trust | $0 | – | -309,000 | – | -0.00% | – | |
| Exit | Television Broadcasts Ltd. | $0 | – | -29,500 | – | -0.01% | – | |
| Exit | PetroChina Co. Ltd | $0 | – | -171,000 | – | -0.01% | – | |
| CVBF | Exit | CVB Financial Corp. | $0 | – | -15,100 | – | -0.01% | – |
| LXU | Exit | LSB Industries Inc. | $0 | – | -6,800 | – | -0.01% | – |
| LECO | Exit | Lincoln Electric Holdings Inc. | $0 | – | -3,640 | – | -0.01% | – |
| NIHDQ | Exit | NII Holdings Inc. | $0 | – | -42,550 | – | -0.01% | – |
| Exit | Pinar Sut Mamulleri Sanayii | $0 | – | -26,000 | – | -0.01% | – | |
| Exit | Lafarge Cement Wapco | $0 | – | -430,000 | – | -0.01% | – | |
| Exit | Kinsus Interconnect Tech | $0 | – | -75,000 | – | -0.01% | – | |
| Exit | Ind & Comm BK of China | $0 | – | -361,000 | – | -0.01% | – | |
| CBRL | Exit | Cracker Barrel Old Country Sto | $0 | – | -2,310 | – | -0.01% | – |
| Exit | Arcelik AS | $0 | – | -42,000 | – | -0.01% | – | |
| Exit | Richard Pieris & Co | $0 | – | -5,084,842 | – | -0.01% | – | |
| CYH | Exit | Community Health Systems Inc. | $0 | – | -5,900 | – | -0.01% | – |
| ITRI | Exit | Itron Inc. | $0 | – | -6,450 | – | -0.01% | – |
| OZRK | Exit | Bank of The Ozarks Inc. | $0 | – | -5,670 | – | -0.01% | – |
| RTI | Exit | RTI International Metals Inc. | $0 | – | -8,400 | – | -0.01% | – |
| WBC | Exit | WABCO Holdings Inc. | $0 | – | -3,900 | – | -0.01% | – |
| WRB | Exit | W.R. Berkley Corp. | $0 | – | -7,435 | – | -0.01% | – |
| Exit | Lippo Karawaci TBK PT | $0 | – | -3,547,000 | – | -0.01% | – | |
| SPR | Exit | Spirit AeroSystems Holdings In | $0 | – | -13,750 | – | -0.01% | – |
| ALR | Exit | Alere Inc. | $0 | – | -10,470 | – | -0.01% | – |
| MOS | Exit | Mosaic Company | $0 | – | -7,350 | – | -0.01% | – |
| OCR | Exit | Omnicare Inc. | $0 | – | -5,800 | – | -0.01% | – |
| F102PS | Exit | The Babcock & Wilcox Company | $0 | – | -10,750 | – | -0.01% | – |
| TDW | Exit | Tidewater Inc | $0 | – | -5,850 | – | -0.01% | – |
| SSL | Exit | Sasol Ltd. (ADR) | $0 | – | -7,650 | – | -0.01% | – |
| Exit | Riyad Bank | $0 | – | -52,600 | – | -0.01% | – | |
| ITT | Exit | ITT Corp. | $0 | – | -9,350 | – | -0.01% | – |
| ASNA | Exit | Ascena Retail Group | $0 | – | -20,150 | – | -0.01% | – |
| Exit | Berjaya Sports Toto Berhad | $0 | – | -315,666 | – | -0.01% | – | |
| Exit | Osram Licht AG | $0 | – | -8,305 | – | -0.01% | – | |
| Exit | Industries Qatar | $0 | – | -9,700 | – | -0.01% | – | |
| AVT | Exit | Avnet Inc. | $0 | – | -8,900 | – | -0.01% | – |
| XEC | Exit | Cimarex Energy Co. | $0 | – | -4,050 | – | -0.01% | – |
| Exit | Pacific Hospital Supply Co | $0 | – | -116,000 | – | -0.01% | – | |
| ITW | Exit | Illinois Tool Works Inc. | $0 | – | -5,200 | – | -0.01% | – |
| BBG | Exit | Bill Barrett Corp. | $0 | – | -16,500 | – | -0.01% | – |
| ALL | Exit | Allstate Corp. | $0 | – | -8,600 | – | -0.01% | – |
| HBM | Exit | HudBay Minerals Inc. | $0 | – | -53,300 | – | -0.01% | – |
| Exit | Genting Malaysia Berhad | $0 | – | -364,600 | – | -0.01% | – | |
| Exit | Fibra Uno Administracion | $0 | – | -171,100 | – | -0.01% | – | |
| JCI | Exit | Johnson Controls Inc. | $0 | – | -11,820 | – | -0.01% | – |
| Exit | MMI Holdings Limited | $0 | – | -210,700 | – | -0.01% | – | |
| IBN | Exit | ICICI Bank Ltd. (ADR) | $0 | – | -16,150 | – | -0.01% | – |
| C | Exit | Citigroup Inc. | $0 | – | -10,600 | – | -0.02% | – |
| Exit | Pegas Nonwovens | $0 | – | -17,292 | – | -0.02% | – | |
| Exit | KCell JSC (REG S) | $0 | – | -34,200 | – | -0.02% | – | |
| Exit | Asian Pay TV | $0 | – | -860,000 | – | -0.02% | – | |
| CB | Exit | Chubb Corp. | $0 | – | -6,150 | – | -0.02% | – |
| Exit | Macquarie Mexico Real Estate | $0 | – | -343,400 | – | -0.02% | – | |
| ICL | Exit | Israel Chemicals Limited | $0 | – | -66,800 | – | -0.02% | – |
| Exit | MMC Norilsk Nickel | $0 | – | -38,000 | – | -0.02% | – | |
| BSMX | Exit | Grupo Financiero Santander | $0 | – | -39,550 | – | -0.02% | – |
| DVN | Exit | Devon Energy Corp. | $0 | – | -10,750 | – | -0.02% | – |
| Exit | Powszechny Zaklad Ubezpiecze | $0 | – | -4,700 | – | -0.02% | – | |
| BWA | Exit | BorgWarner Inc. | $0 | – | -6,600 | – | -0.02% | – |
| TS | Exit | Tenaris S.A. (ADR) | $0 | – | -14,150 | – | -0.02% | – |
| Exit | Zenith Bank PLC | $0 | – | -5,400,500 | – | -0.02% | – | |
| BAX | Exit | Baxter International Inc. | $0 | – | -9,960 | – | -0.02% | – |
| Exit | Unilever N.V. | $0 | – | -17,550 | – | -0.02% | – | |
| Exit | Major Cineplex Group | $0 | – | -1,136,000 | – | -0.02% | – | |
| PEGFF | Exit | Pacific Rubiales Energy Corp | $0 | – | -34,850 | – | -0.02% | – |
| ORCL | Exit | Oracle Corp. | $0 | – | -20,200 | – | -0.02% | – |
| Exit | Axiata | $0 | – | -315,500 | – | -0.02% | – | |
| ASX | Exit | Advanced Semiconductor Enginee | $0 | – | -150,000 | – | -0.02% | – |
| AET | Exit | Aetna Inc. | $0 | – | -11,050 | – | -0.02% | – |
| Exit | Bidvest Group Ltd | $0 | – | -27,650 | – | -0.02% | – | |
| NEM | Exit | Newmont Mining Corp. | $0 | – | -24,750 | – | -0.02% | – |
| SU | Exit | Suncor Energy Inc. | $0 | – | -20,150 | – | -0.02% | – |
| CHL | Exit | China Mobile Ltd. (ADR) | $0 | – | -12,650 | – | -0.02% | – |
| BBT | Exit | BB&T Corp. | $0 | – | -20,850 | – | -0.02% | – |
| F113PS | Exit | Covidien Plc. | $0 | – | -11,820 | – | -0.02% | – |
| TMO | Exit | Thermo Fisher Scientific Inc. | $0 | – | -7,750 | – | -0.02% | – |
| MDT | Exit | Medtronic Inc. | $0 | – | -13,250 | – | -0.02% | – |
| Exit | SJM Holdings Ltd | $0 | – | -259,000 | – | -0.02% | – | |
| SPIL | Exit | Siliconware Precision Ind. Co. | $0 | – | -125,300 | – | -0.02% | – |
| GLW | Exit | Corning Inc. | $0 | – | -51,200 | – | -0.02% | – |
| Exit | Belgacom | $0 | – | -27,700 | – | -0.02% | – | |
| WAG | Exit | Walgreen Co. | $0 | – | -13,950 | – | -0.02% | – |
| DPS | Exit | Dr Pepper Snapple Group Inc. | $0 | – | -16,550 | – | -0.02% | – |
| Exit | Standard Chartered PLC | $0 | – | -30,150 | – | -0.02% | – | |
| HAS | Exit | Hasbro Inc. | $0 | – | -16,500 | – | -0.02% | – |
| Exit | Grand Korea Leisure | $0 | – | -24,000 | – | -0.02% | – | |
| SJM | Exit | J.M. Smucker Co. | $0 | – | -7,250 | – | -0.02% | – |
| Exit | Synthomer PLC | $0 | – | -200,000 | – | -0.02% | – | |
| Exit | AstraZeneca PLC | $0 | – | -15,650 | – | -0.02% | – | |
| WFC | Exit | Wells Fargo & Co. | $0 | – | -19,850 | – | -0.02% | – |
| BDX | Exit | Becton Dickinson & Co. | $0 | – | -8,150 | – | -0.02% | – |
| CSX | Exit | CSX Corp. | $0 | – | -31,550 | – | -0.02% | – |
| DIS | Exit | Walt Disney Co. | $0 | – | -12,500 | – | -0.02% | – |
| ABEV | Exit | Companhia de Bebidas das Ameri | $0 | – | -21,350 | – | -0.02% | – |
| Exit | Philippine Long Distance Tel | $0 | – | -11,805 | – | -0.02% | – | |
| SBRCY | Exit | Sberbank Sponsored | $0 | – | -66,200 | – | -0.02% | – |
| Exit | ABB Ltd. | $0 | – | -35,550 | – | -0.02% | – | |
| OXY | Exit | Occidental Petroleum Corp. | $0 | – | -8,900 | – | -0.02% | – |
| Exit | Michelin cie Generale de Estab | $0 | – | -7,630 | – | -0.02% | – | |
| Exit | Novartis AG | $0 | – | -10,900 | – | -0.02% | – | |
| Exit | Safaricom | $0 | – | -8,635,000 | – | -0.02% | – | |
| KBR | Exit | KBR Inc. | $0 | – | -26,630 | – | -0.02% | – |
| TSM | Exit | Taiwan Semiconductor Man. Co. | $0 | – | -51,800 | – | -0.02% | – |
| Exit | Elbit Systems Ltd. | $0 | – | -16,200 | – | -0.02% | – | |
| CAH | Exit | Cardinal Health Inc. | $0 | – | -16,950 | – | -0.02% | – |
| CPA | Exit | Copa Holdings S.A. | $0 | – | -6,570 | – | -0.03% | – |
| Exit | SAB Miller PLC | $0 | – | -18,700 | – | -0.03% | – | |
| Exit | Asseco Poland SA | $0 | – | -60,400 | – | -0.03% | – | |
| Exit | Bank Pekao SA | $0 | – | -16,600 | – | -0.03% | – | |
| HAL | Exit | Halliburton Co. | $0 | – | -20,650 | – | -0.03% | – |
| Exit | Mediatek Inc | $0 | – | -80,000 | – | -0.03% | – | |
| Exit | Hyundai Motor Co. | $0 | – | -4,540 | – | -0.03% | – | |
| Exit | Aia Group Ltd | $0 | – | -230,000 | – | -0.03% | – | |
| Exit | Industrias Penoles S.A. de C.V | $0 | – | -59,860 | – | -0.05% | – | |
| COSWF | Exit | Canadian Oil Sands LTD | $0 | – | -115,350 | – | -0.06% | – |
| Exit | Stella International Holdings | $0 | – | -993,500 | – | -0.07% | – | |
| Exit | Taiwan Semiconductor Manufactu | $0 | – | -972,229 | – | -0.09% | – | |
| RIOCF | Exit | RioCan Real Estate Investment | $0 | – | -174,100 | – | -0.12% | – |
| Exit | Royal Dutch Shell Class B | $0 | – | -133,550 | – | -0.13% | – | |
| SPY | Exit | S&P Depository Receipts | $0 | – | -28,000 | – | -0.13% | – |
| Exit | BHP Billiton Ltd. | $0 | – | -141,500 | – | -0.13% | – | |
| Exit | KT&G Corp. - LOCAL | $0 | – | -65,945 | – | -0.13% | – | |
| Exit | PT Telekomunikasi Indonesia Pe | $0 | – | -29,267,500 | – | -0.15% | – | |
| Exit | Roche Holding AG | $0 | – | -22,280 | – | -0.17% | – | |
| Exit | Tesco PLC | $0 | – | -1,147,000 | – | -0.19% | – | |
| Exit | Sonic Healthcare Ltd. | $0 | – | -451,170 | – | -0.19% | – | |
| Exit | MTN Group Ltd. | $0 | – | -364,500 | – | -0.20% | – | |
| Exit | Reckitt Benckiser Group PLC | $0 | – | -98,400 | – | -0.20% | – | |
| BTI | Exit | British American Tobacco PLC ( | $0 | – | -72,670 | – | -0.22% | – |
| Exit | Alstom SA | $0 | – | -216,600 | – | -0.22% | – | |
| Exit | StatoilHydro ASA | $0 | – | -346,100 | – | -0.22% | – | |
| Exit | Singapore Telecommunications L | $0 | – | -2,679,000 | – | -0.23% | – | |
| Exit | Sanofi-Aventis | $0 | – | -81,000 | – | -0.23% | – | |
| Exit | Nestle S.A. | $0 | – | -129,100 | – | -0.26% | – | |
| Exit | Kirin Holding Co. Ltd. | $0 | – | -630,000 | – | -0.26% | – | |
| Exit | Muenchener Reuckver AG | $0 | – | -47,320 | – | -0.26% | – | |
| Exit | Smiths Group PLC | $0 | – | -407,500 | – | -0.26% | – | |
| Exit | BOC Hong Kong Holdings Ltd. | $0 | – | -2,897,500 | – | -0.26% | – | |
| Exit | United Overseas Bank Ltd. | $0 | – | -571,900 | – | -0.27% | – | |
| ABB | Exit | ABB Ltd. (ADR) | $0 | – | -402,450 | – | -0.27% | – |
| Exit | BAE Systems PLC | $0 | – | -1,318,000 | – | -0.28% | – | |
| Exit | Zurich Insurance Group AG | $0 | – | -37,930 | – | -0.28% | – | |
| Exit | Imperial Tobacco Group PLC | $0 | – | -269,600 | – | -0.28% | – | |
| Exit | GlaxoSmithKline PLC | $0 | – | -395,750 | – | -0.28% | – | |
| Exit | North Atlantic Drilling Ltd | $0 | – | -1,047,347 | – | -0.28% | – | |
| Exit | GDF Suez | $0 | – | -435,150 | – | -0.31% | – | |
| Exit | Bayer AG | $0 | – | -92,650 | – | -0.31% | – | |
| TTE | Exit | Total S.A. (ADR) | $0 | – | -195,900 | – | -0.32% | – |
| Exit | Deutsche Telekom AG | $0 | – | -805,250 | – | -0.33% | – | |
| NVS | Exit | Novartis AG (ADR) | $0 | – | -153,650 | – | -0.33% | – |
| Exit | Deutsche Post AG | $0 | – | -360,500 | – | -0.34% | – | |
| Exit | Nippon Telegraph & Telephone C | $0 | – | -237,100 | – | -0.35% | – | |
| Exit | Siemens AG | $0 | – | -102,520 | – | -0.35% | – | |
| Exit | Lukoil OAO | $0 | – | -198,200 | – | -0.36% | – | |
| MFC | Exit | Manulife Financial Corp. | $0 | – | -762,000 | – | -0.36% | – |
| Exit | HSBC Holdings PLC | $0 | – | -1,160,133 | – | -0.36% | – | |
| Exit | RTL Group S.A. | $0 | – | -131,915 | – | -0.38% | – | |
| RHHBY | Exit | Roche Holdings Ltd. (ADR) | $0 | – | -276,050 | – | -0.53% | – |
| STO | Exit | StatoilHydro ASA (ADR) | $0 | – | -926,350 | – | -0.60% | – |
| SJR | Exit | Shaw Communications Inc. (Cl B | $0 | – | -904,400 | – | -0.60% | – |
| KRFT | Exit | Kraft Foods Group Inc | $0 | – | -798,023 | – | -1.19% | – |
| D | Exit | Dominion Resources Inc. | $0 | – | -930,200 | – | -1.65% | – |
| GPC | Exit | Genuine Parts Co. | $0 | – | -761,150 | – | -1.74% | – |
| HCP | Exit | HCP Inc. | $0 | – | -1,509,480 | – | -1.75% | – |
| DEO | Exit | Diageo PLC (ADR) | $0 | – | -514,530 | – | -1.85% | – |
| HCN | Exit | Health Care REIT Inc. | $0 | – | -1,157,470 | – | -2.05% | – |
| UN | Exit | Unilever N.V. (ADR) | $0 | – | -1,980,950 | – | -2.12% | – |
| NEE | Exit | Nextera Energy Inc | $0 | – | -945,340 | – | -2.15% | – |
| RDSB | Exit | Royal Dutch Shell PLC ADR B | $0 | – | -1,115,900 | – | -2.18% | – |
| AZN | Exit | AstraZeneca PLC (ADR) | $0 | – | -1,513,500 | – | -2.23% | – |
| MET | Exit | MetLife Inc. | $0 | – | -1,676,040 | – | -2.23% | – |
| PM | Exit | Philip Morris International In | $0 | – | -924,790 | – | -2.27% | – |
| DD | Exit | E.I. DuPont de Nemours & Co. | $0 | – | -1,414,150 | – | -2.35% | – |
| KMB | Exit | Kimberly-Clark Corp. | $0 | – | -932,580 | – | -2.49% | – |
| BA | Exit | Boeing Co. | $0 | – | -749,370 | – | -2.50% | – |
| JPM | Exit | JP Morgan Chase & Co. | $0 | – | -1,733,440 | – | -2.54% | – |
| DOFSQ | Exit | Diamond Offshore Drilling Inc. | $0 | – | -1,442,300 | – | -2.55% | – |
| T | Exit | AT&T Inc. | $0 | – | -2,659,650 | – | -2.55% | – |
| HSBC | Exit | HSBC Holdings PLC (ADR) | $0 | – | -1,663,380 | – | -2.56% | – |
| MSFT | Exit | Microsoft Corp. | $0 | – | -2,934,780 | – | -2.77% | – |
| MO | Exit | Altria Group Inc. | $0 | – | -2,847,420 | – | -2.77% | – |
| GE | Exit | General Electric Co. | $0 | – | -4,122,200 | – | -2.79% | – |
| TRV | Exit | Travelers Cos. Inc. | $0 | – | -1,163,980 | – | -2.80% | – |
| INTC | Exit | Intel Corp. | $0 | – | -4,316,800 | – | -2.80% | – |
| BCE | Exit | BCE Inc. | $0 | – | -2,328,500 | – | -2.82% | – |
| CVX | Exit | Chevron Corp. | $0 | – | -823,410 | – | -2.84% | – |
| CSCO | Exit | Cisco Systems Inc. | $0 | – | -4,333,310 | – | -2.88% | – |
| JNJ | Exit | Johnson & Johnson | $0 | – | -1,207,680 | – | -2.97% | – |
| LLY | Exit | Eli Lilly & Co. | $0 | – | -2,085,750 | – | -2.98% | – |
| MRK | Exit | Merck & Co. Inc. | $0 | – | -2,233,190 | – | -3.01% | – |
| MMM | Exit | 3M Co. | $0 | – | -895,470 | – | -3.03% | – |
| COP | Exit | ConocoPhillips | $0 | – | -1,736,740 | – | -3.42% | – |
| VOD | Exit | Vodafone Group PLC (ADR) | $0 | – | -3,565,980 | – | -3.56% | – |
| RTN | Exit | Raytheon Co. | $0 | – | -1,651,300 | – | -3.61% | – |
Q3 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RTN | Buy | Raytheon Co. | $127,266,000 | +16.6% | 1,651,300 | +0.0% | 3.61% | +8.9% |
| VOD | Buy | Vodafone Group PLC (ADR) | $125,451,000 | +23.4% | 3,565,980 | +0.8% | 3.56% | +15.2% |
| COP | Buy | ConocoPhillips | $120,721,000 | +14.9% | 1,736,740 | +0.0% | 3.42% | +7.3% |
| MRK | Buy | Merck & Co. Inc. | $106,320,000 | +3.4% | 2,233,190 | +0.9% | 3.01% | -3.5% |
| LLY | Buy | Eli Lilly & Co. | $104,976,000 | +4.3% | 2,085,750 | +1.8% | 2.98% | -2.6% |
| JNJ | Buy | Johnson & Johnson | $104,694,000 | +2.3% | 1,207,680 | +1.3% | 2.97% | -4.5% |
| CSCO | Buy | Cisco Systems Inc. | $101,534,000 | -1.9% | 4,333,310 | +1.9% | 2.88% | -8.4% |
| CVX | Buy | Chevron Corp. | $100,044,000 | +3.7% | 823,410 | +1.0% | 2.84% | -3.2% |
| BCE | Buy | BCE Inc. | $99,427,000 | +9.5% | 2,328,500 | +5.2% | 2.82% | +2.2% |
| INTC | Buy | Intel Corp. | $98,945,000 | -1.5% | 4,316,800 | +4.2% | 2.80% | -8.0% |
| GE | Buy | General Electric Co. | $98,479,000 | +8.7% | 4,122,200 | +5.5% | 2.79% | +1.5% |
| MO | Buy | Altria Group Inc. | $97,809,000 | +1.3% | 2,847,420 | +3.2% | 2.77% | -5.4% |
| MSFT | Buy | Microsoft Corp. | $97,669,000 | -1.3% | 2,934,780 | +2.4% | 2.77% | -7.8% |
| HSBC | Buy | HSBC Holdings PLC (ADR) | $90,255,000 | +6.7% | 1,663,380 | +2.1% | 2.56% | -0.3% |
| T | Buy | AT&T Inc. | $89,949,000 | +2.1% | 2,659,650 | +6.8% | 2.55% | -4.7% |
| DOFSQ | Buy | Diamond Offshore Drilling Inc. | $89,884,000 | -4.4% | 1,442,300 | +5.6% | 2.55% | -10.7% |
| JPM | Buy | JP Morgan Chase & Co. | $89,602,000 | +4.8% | 1,733,440 | +7.0% | 2.54% | -2.2% |
| BA | Buy | Boeing Co. | $88,051,000 | +14.7% | 749,370 | +0.0% | 2.50% | +7.1% |
| KMB | Buy | Kimberly-Clark Corp. | $87,868,000 | -1.0% | 932,580 | +2.1% | 2.49% | -7.5% |
| DD | Buy | E.I. DuPont de Nemours & Co. | $82,813,000 | +46.7% | 1,414,150 | +31.6% | 2.35% | +37.0% |
| PM | Buy | Philip Morris International In | $80,078,000 | -0.0% | 924,790 | +0.0% | 2.27% | -6.6% |
| MET | Buy | MetLife Inc. | $78,690,000 | +2.7% | 1,676,040 | +0.1% | 2.23% | -4.1% |
| RDSB | Buy | Royal Dutch Shell PLC ADR B | $76,830,000 | +14.6% | 1,115,900 | +10.3% | 2.18% | +7.0% |
| NEE | Buy | Nextera Energy Inc | $75,778,000 | -1.6% | 945,340 | +0.0% | 2.15% | -8.1% |
| UN | Buy | Unilever N.V. (ADR) | $74,721,000 | -1.6% | 1,980,950 | +2.6% | 2.12% | -8.1% |
| HCN | Sell | Health Care REIT Inc. | $72,203,000 | -7.0% | 1,157,470 | -0.1% | 2.05% | -13.2% |
| HCP | Buy | HCP Inc. | $61,813,000 | -6.5% | 1,509,480 | +3.8% | 1.75% | -12.6% |
| GPC | Buy | Genuine Parts Co. | $61,569,000 | +7.1% | 761,150 | +3.4% | 1.74% | +0.1% |
| D | Buy | Dominion Resources Inc. | $58,119,000 | +16.7% | 930,200 | +6.1% | 1.65% | +8.9% |
| SJR | Buy | Shaw Communications Inc. (Cl B | $21,018,000 | +0.4% | 904,400 | +3.9% | 0.60% | -6.1% |
| Buy | RTL Group S.A. | $13,375,000 | +64.8% | 131,915 | +32.8% | 0.38% | +54.1% | |
| MFC | Buy | Manulife Financial Corp. | $12,619,000 | +31.4% | 762,000 | +27.1% | 0.36% | +22.6% |
| Buy | Lukoil OAO | $12,566,000 | +67.6% | 198,200 | +51.7% | 0.36% | +56.1% | |
| Buy | Siemens AG | $12,359,000 | +38.8% | 102,520 | +16.2% | 0.35% | +29.6% | |
| New | Nippon Telegraph & Telephone C | $12,275,000 | – | 237,100 | – | 0.35% | – | |
| NVS | Buy | Novartis AG (ADR) | $11,786,000 | +8.8% | 153,650 | +0.3% | 0.33% | +1.5% |
| New | Deutsche Telekom AG | $11,680,000 | – | 805,250 | – | 0.33% | – | |
| TTE | Buy | Total S.A. (ADR) | $11,347,000 | +41.1% | 195,900 | +18.7% | 0.32% | +32.0% |
| Buy | Bayer AG | $10,931,000 | +25.6% | 92,650 | +13.3% | 0.31% | +17.4% | |
| Buy | GDF Suez | $10,939,000 | +172.3% | 435,150 | +111.9% | 0.31% | +154.1% | |
| Buy | North Atlantic Drilling Ltd | $10,013,000 | +82.1% | 1,047,347 | +60.7% | 0.28% | +70.1% | |
| Buy | Imperial Tobacco Group PLC | $9,985,000 | +29.3% | 269,600 | +20.7% | 0.28% | +20.9% | |
| Buy | Zurich Insurance Group AG | $9,769,000 | +26.1% | 37,930 | +26.7% | 0.28% | +17.9% | |
| Buy | BAE Systems PLC | $9,699,000 | +49.4% | 1,318,000 | +17.9% | 0.28% | +39.6% | |
| ABB | Buy | ABB Ltd. (ADR) | $9,494,000 | +9.4% | 402,450 | +0.5% | 0.27% | +2.3% |
| Buy | BOC Hong Kong Holdings Ltd. | $9,303,000 | +8.1% | 2,897,500 | +3.6% | 0.26% | +1.1% | |
| Buy | Muenchener Reuckver AG | $9,253,000 | +22.2% | 47,320 | +14.9% | 0.26% | +13.9% | |
| Buy | Kirin Holding Co. Ltd. | $9,175,000 | +1.1% | 630,000 | +8.6% | 0.26% | -5.5% | |
| Buy | Nestle S.A. | $9,030,000 | +26.4% | 129,100 | +18.3% | 0.26% | +18.0% | |
| Buy | StatoilHydro ASA | $7,855,000 | +127.0% | 346,100 | +105.3% | 0.22% | +112.4% | |
| New | Alstom SA | $7,720,000 | – | 216,600 | – | 0.22% | – | |
| BTI | Buy | British American Tobacco PLC ( | $7,641,000 | +2.6% | 72,670 | +0.5% | 0.22% | -4.0% |
| Sell | MTN Group Ltd. | $7,099,000 | -16.7% | 364,500 | -20.7% | 0.20% | -22.4% | |
| Sell | Roche Holding AG | $6,010,000 | -25.0% | 22,280 | -31.0% | 0.17% | -30.0% | |
| Buy | PT Telekomunikasi Indonesia Pe | $5,308,000 | -33.1% | 29,267,500 | +317.9% | 0.15% | -37.8% | |
| Buy | BHP Billiton Ltd. | $4,729,000 | +124.0% | 141,500 | +92.5% | 0.13% | +109.4% | |
| Buy | KT&G Corp. - LOCAL | $4,725,000 | +27.7% | 65,945 | +15.8% | 0.13% | +19.6% | |
| SPY | New | S&P Depository Receipts | $4,704,000 | – | 28,000 | – | 0.13% | – |
| Buy | Royal Dutch Shell Class B | $4,616,000 | +11.8% | 133,550 | +6.8% | 0.13% | +4.8% | |
| Sell | Taiwan Semiconductor Manufactu | $3,305,000 | -31.5% | 972,229 | -25.3% | 0.09% | -35.6% | |
| Sell | Stella International Holdings | $2,552,000 | -44.7% | 993,500 | -40.7% | 0.07% | -48.6% | |
| COSWF | Sell | Canadian Oil Sands LTD | $2,238,000 | -31.7% | 115,350 | -34.7% | 0.06% | -36.4% |
| Sell | Industrias Penoles S.A. de C.V | $1,750,000 | -47.9% | 59,860 | -46.4% | 0.05% | -51.0% | |
| Buy | Aia Group Ltd | $1,081,000 | +132.0% | 230,000 | +109.1% | 0.03% | +121.4% | |
| Buy | Hyundai Motor Co. | $1,060,000 | +129.4% | 4,540 | +94.0% | 0.03% | +114.3% | |
| New | Mediatek Inc | $989,000 | – | 80,000 | – | 0.03% | – | |
| Buy | Asseco Poland SA | $942,000 | +153.9% | 60,400 | +108.3% | 0.03% | +145.5% | |
| New | Bank Pekao SA | $949,000 | – | 16,600 | – | 0.03% | – | |
| Buy | SAB Miller PLC | $952,000 | +103.0% | 18,700 | +90.8% | 0.03% | +92.9% | |
| CPA | Buy | Copa Holdings S.A. | $911,000 | +94.7% | 6,570 | +84.0% | 0.03% | +85.7% |
| Buy | Elbit Systems Ltd. | $873,000 | +137.2% | 16,200 | +85.8% | 0.02% | +127.3% | |
| TSM | Buy | Taiwan Semiconductor Man. Co. | $879,000 | +52.3% | 51,800 | +64.4% | 0.02% | +38.9% |
| Buy | Safaricom | $852,000 | +152.1% | 8,635,000 | +94.7% | 0.02% | +140.0% | |
| New | Michelin cie Generale de Estab | $847,000 | – | 7,630 | – | 0.02% | – | |
| CSX | Buy | CSX Corp. | $812,000 | +15.0% | 31,550 | +3.6% | 0.02% | +9.5% |
| ABEV | New | Companhia de Bebidas das Ameri | $819,000 | – | 21,350 | – | 0.02% | – |
| Buy | Philippine Long Distance Tel | $807,000 | +74.3% | 11,805 | +73.5% | 0.02% | +64.3% | |
| SBRCY | Buy | Sberbank Sponsored | $798,000 | +79.7% | 66,200 | +69.7% | 0.02% | +76.9% |
| WFC | Buy | Wells Fargo & Co. | $820,000 | +3.5% | 19,850 | +3.4% | 0.02% | -4.2% |
| New | AstraZeneca PLC | $815,000 | – | 15,650 | – | 0.02% | – | |
| New | Synthomer PLC | $771,000 | – | 200,000 | – | 0.02% | – | |
| New | Grand Korea Leisure | $773,000 | – | 24,000 | – | 0.02% | – | |
| Buy | Standard Chartered PLC | $729,000 | +226.9% | 30,150 | +197.0% | 0.02% | +200.0% | |
| SPIL | Buy | Siliconware Precision Ind. Co. | $724,000 | +85.6% | 125,300 | +101.6% | 0.02% | +75.0% |
| New | SJM Holdings Ltd | $728,000 | – | 259,000 | – | 0.02% | – | |
| DPS | Buy | Dr Pepper Snapple Group Inc. | $742,000 | +0.7% | 16,550 | +3.1% | 0.02% | -4.5% |
| NEM | Buy | Newmont Mining Corp. | $695,000 | -4.3% | 24,750 | +2.1% | 0.02% | -9.1% |
| CHL | Buy | China Mobile Ltd. (ADR) | $714,000 | +131.8% | 12,650 | +112.6% | 0.02% | +122.2% |
| ASX | Buy | Advanced Semiconductor Enginee | $717,000 | +65.6% | 150,000 | +40.8% | 0.02% | +53.8% |
| Buy | Bidvest Group Ltd | $692,000 | +88.6% | 27,650 | +85.7% | 0.02% | +81.8% | |
| Buy | Zenith Bank PLC | $668,000 | +128.8% | 5,400,500 | +125.0% | 0.02% | +111.1% | |
| TS | New | Tenaris S.A. (ADR) | $662,000 | – | 14,150 | – | 0.02% | – |
| Buy | Axiata | $666,000 | +60.5% | 315,500 | +59.3% | 0.02% | +46.2% | |
| Buy | Major Cineplex Group | $675,000 | +109.6% | 1,136,000 | +138.7% | 0.02% | +90.0% | |
| BWA | Sell | BorgWarner Inc. | $669,000 | +7.9% | 6,600 | -8.3% | 0.02% | 0.0% |
| PEGFF | New | Pacific Rubiales Energy Corp | $687,000 | – | 34,850 | – | 0.02% | – |
| BAX | Buy | Baxter International Inc. | $654,000 | -1.7% | 9,960 | +3.8% | 0.02% | -5.0% |
| Buy | Powszechny Zaklad Ubezpiecze | $639,000 | +62.2% | 4,700 | +46.9% | 0.02% | +50.0% | |
| BSMX | Buy | Grupo Financiero Santander | $547,000 | +66.3% | 39,550 | +70.8% | 0.02% | +60.0% |
| New | Asian Pay TV | $559,000 | – | 860,000 | – | 0.02% | – | |
| Buy | Macquarie Mexico Real Estate | $582,000 | +57.3% | 343,400 | +98.9% | 0.02% | +45.5% | |
| ICL | Sell | Israel Chemicals Limited | $563,000 | -88.3% | 66,800 | -86.2% | 0.02% | -89.0% |
| New | MMC Norilsk Nickel | $548,000 | – | 38,000 | – | 0.02% | – | |
| New | KCell JSC (REG S) | $527,000 | – | 34,200 | – | 0.02% | – | |
| New | Pegas Nonwovens | $518,000 | – | 17,292 | – | 0.02% | – | |
| IBN | New | ICICI Bank Ltd. (ADR) | $492,000 | – | 16,150 | – | 0.01% | – |
| Buy | MMI Holdings Limited | $511,000 | +62.7% | 210,700 | +50.0% | 0.01% | +40.0% | |
| New | Genting Malaysia Berhad | $472,000 | – | 364,600 | – | 0.01% | – | |
| Buy | Fibra Uno Administracion | $471,000 | +38.1% | 171,100 | +66.9% | 0.01% | +30.0% | |
| HBM | Buy | HudBay Minerals Inc. | $439,000 | +64.4% | 53,300 | +31.8% | 0.01% | +50.0% |
| BBG | Buy | Bill Barrett Corp. | $414,000 | +46.8% | 16,500 | +18.3% | 0.01% | +33.3% |
| New | Osram Licht AG | $390,000 | – | 8,305 | – | 0.01% | – | |
| New | Industries Qatar | $399,000 | – | 9,700 | – | 0.01% | – | |
| Buy | Pacific Hospital Supply Co | $390,000 | +48.9% | 116,000 | +52.6% | 0.01% | +37.5% | |
| Buy | Berjaya Sports Toto Berhad | $398,000 | +128.7% | 315,666 | +151.2% | 0.01% | +120.0% | |
| SSL | New | Sasol Ltd. (ADR) | $366,000 | – | 7,650 | – | 0.01% | – |
| ITT | Sell | ITT Corp. | $336,000 | +3.7% | 9,350 | -15.0% | 0.01% | 0.0% |
| New | Riyad Bank | $367,000 | – | 52,600 | – | 0.01% | – | |
| ALR | Sell | Alere Inc. | $320,000 | +12.7% | 10,470 | -9.7% | 0.01% | 0.0% |
| WRB | Buy | W.R. Berkley Corp. | $319,000 | +40.5% | 7,435 | +34.0% | 0.01% | +28.6% |
| OCR | Sell | Omnicare Inc. | $322,000 | -3.6% | 5,800 | -17.1% | 0.01% | -10.0% |
| Buy | Lippo Karawaci TBK PT | $334,000 | +23.2% | 3,547,000 | +100.4% | 0.01% | +12.5% | |
| OZRK | Sell | Bank of The Ozarks Inc. | $272,000 | -13.4% | 5,670 | -21.8% | 0.01% | -20.0% |
| Buy | Arcelik AS | $244,000 | +68.3% | 42,000 | +90.9% | 0.01% | +75.0% | |
| Buy | Richard Pieris & Co | $250,000 | +98.4% | 5,084,842 | +113.3% | 0.01% | +75.0% | |
| NIHDQ | Buy | NII Holdings Inc. | $258,000 | +14.2% | 42,550 | +25.1% | 0.01% | 0.0% |
| LECO | Sell | Lincoln Electric Holdings Inc. | $242,000 | -13.9% | 3,640 | -25.7% | 0.01% | -22.2% |
| Buy | Ind & Comm BK of China | $252,000 | +75.0% | 361,000 | +58.3% | 0.01% | +75.0% | |
| LXU | New | LSB Industries Inc. | $228,000 | – | 6,800 | – | 0.01% | – |
| Sell | Lippo Malls Indonesia Retail | $55,000 | -82.4% | 160,000 | -80.2% | 0.00% | -77.8% | |
| Exit | Alliance Global Group Inc | $0 | – | -100,000 | – | -0.00% | – | |
| Exit | CS Loxinfo - Foreign | $0 | – | -159,200 | – | -0.00% | – | |
| Exit | Great Wall Motor Company | $0 | – | -13,000 | – | -0.00% | – | |
| CRL | Exit | Charles River Laboratories Int | $0 | – | -5,285 | – | -0.01% | – |
| HUBB | Exit | Hubbell Inc. Cl B | $0 | – | -2,265 | – | -0.01% | – |
| TKC | Exit | Turkcell Iletisim Hizmetleri A | $0 | – | -16,900 | – | -0.01% | – |
| Exit | Ecobank Transnational INC | $0 | – | -3,700,000 | – | -0.01% | – | |
| ABV | Exit | Companhia de Bebidas das Ameri | $0 | – | -8,850 | – | -0.01% | – |
| LUKOY | Exit | Lukoil Holdings (ADR) | $0 | – | -6,150 | – | -0.01% | – |
| LPS | Exit | Lender Processing Services Inc | $0 | – | -14,200 | – | -0.01% | – |
| Exit | Danone S.A. | $0 | – | -11,650 | – | -0.03% | – | |
| CIG | Exit | Companhia Energetica de Minas | $0 | – | -283,118 | – | -0.08% | – |
| PTR | Exit | PetroChina Co. Ltd. (ADR) | $0 | – | -331,665 | – | -1.11% | – |
Q2 2013
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| RTN | New | Raytheon Co. | $109,158,000 | – | 1,650,900 | – | 3.31% | – |
| COP | New | ConocoPhillips | $105,046,000 | – | 1,736,300 | – | 3.19% | – |
| CSCO | New | Cisco Systems Inc. | $103,515,000 | – | 4,253,740 | – | 3.14% | – |
| MRK | New | Merck & Co. Inc. | $102,843,000 | – | 2,214,060 | – | 3.12% | – |
| JNJ | New | Johnson & Johnson | $102,349,000 | – | 1,192,040 | – | 3.11% | – |
| VOD | New | Vodafone Group PLC (ADR) | $101,652,000 | – | 3,536,350 | – | 3.08% | – |
| LLY | New | Eli Lilly & Co. | $100,671,000 | – | 2,049,500 | – | 3.06% | – |
| INTC | New | Intel Corp. | $100,425,000 | – | 4,144,650 | – | 3.05% | – |
| MSFT | New | Microsoft Corp. | $98,961,000 | – | 2,864,700 | – | 3.00% | – |
| MMM | New | 3M Co. | $97,920,000 | – | 895,470 | – | 2.97% | – |
| MO | New | Altria Group Inc. | $96,579,000 | – | 2,760,200 | – | 2.93% | – |
| CVX | New | Chevron Corp. | $96,496,000 | – | 815,410 | – | 2.93% | – |
| DOFSQ | New | Diamond Offshore Drilling Inc. | $93,997,000 | – | 1,366,440 | – | 2.85% | – |
| TRV | New | Travelers Cos. Inc. | $93,025,000 | – | 1,163,980 | – | 2.82% | – |
| BCE | New | BCE Inc. | $90,816,000 | – | 2,213,950 | – | 2.76% | – |
| GE | New | General Electric Co. | $90,636,000 | – | 3,908,400 | – | 2.75% | – |
| KMB | New | Kimberly-Clark Corp. | $88,750,000 | – | 913,630 | – | 2.69% | – |
| T | New | AT&T Inc. | $88,130,000 | – | 2,489,550 | – | 2.68% | – |
| JPM | New | JP Morgan Chase & Co. | $85,509,000 | – | 1,619,800 | – | 2.60% | – |
| HSBC | New | HSBC Holdings PLC (ADR) | $84,562,000 | – | 1,629,330 | – | 2.57% | – |
| PM | New | Philip Morris International In | $80,080,000 | – | 924,500 | – | 2.43% | – |
| HCN | New | Health Care REIT Inc. | $77,646,000 | – | 1,158,370 | – | 2.36% | – |
| NEE | New | Nextera Energy Inc | $76,994,000 | – | 944,940 | – | 2.34% | – |
| BA | New | Boeing Co. | $76,743,000 | – | 749,150 | – | 2.33% | – |
| MET | New | MetLife Inc. | $76,616,000 | – | 1,674,300 | – | 2.32% | – |
| UN | New | Unilever N.V. (ADR) | $75,912,000 | – | 1,931,100 | – | 2.30% | – |
| AZN | New | AstraZeneca PLC (ADR) | $71,589,000 | – | 1,513,500 | – | 2.17% | – |
| RDSB | New | Royal Dutch Shell PLC ADR B | $67,051,000 | – | 1,011,790 | – | 2.04% | – |
| HCP | New | HCP Inc. | $66,079,000 | – | 1,454,210 | – | 2.00% | – |
| DEO | New | Diageo PLC (ADR) | $59,145,000 | – | 514,530 | – | 1.80% | – |
| GPC | New | Genuine Parts Co. | $57,471,000 | – | 736,150 | – | 1.74% | – |
| DD | New | E.I. DuPont de Nemours & Co. | $56,432,000 | – | 1,074,900 | – | 1.71% | – |
| D | New | Dominion Resources Inc. | $49,811,000 | – | 876,650 | – | 1.51% | – |
| KRFT | New | Kraft Foods Group Inc | $44,586,000 | – | 798,023 | – | 1.35% | – |
| PTR | New | PetroChina Co. Ltd. (ADR) | $36,705,000 | – | 331,665 | – | 1.11% | – |
| SJR | New | Shaw Communications Inc. (Cl B | $20,924,000 | – | 870,750 | – | 0.64% | – |
| STO | New | StatoilHydro ASA (ADR) | $19,166,000 | – | 926,350 | – | 0.58% | – |
| RHHBY | New | Roche Holdings Ltd. (ADR) | $17,078,000 | – | 276,050 | – | 0.52% | – |
| New | HSBC Holdings PLC | $12,153,000 | – | 1,160,133 | – | 0.37% | – | |
| NVS | New | Novartis AG (ADR) | $10,832,000 | – | 153,190 | – | 0.33% | – |
| New | GlaxoSmithKline PLC | $9,892,000 | – | 395,750 | – | 0.30% | – | |
| MFC | New | Manulife Financial Corp. | $9,606,000 | – | 599,600 | – | 0.29% | – |
| New | Kirin Holding Co. Ltd. | $9,074,000 | – | 580,000 | – | 0.28% | – | |
| New | United Overseas Bank Ltd. | $8,955,000 | – | 571,900 | – | 0.27% | – | |
| New | Deutsche Post AG | $8,948,000 | – | 360,500 | – | 0.27% | – | |
| New | Siemens AG | $8,902,000 | – | 88,200 | – | 0.27% | – | |
| New | Bayer AG | $8,706,000 | – | 81,750 | – | 0.26% | – | |
| ABB | New | ABB Ltd. (ADR) | $8,676,000 | – | 400,550 | – | 0.26% | – |
| New | BOC Hong Kong Holdings Ltd. | $8,602,000 | – | 2,797,500 | – | 0.26% | – | |
| New | MTN Group Ltd. | $8,519,000 | – | 459,600 | – | 0.26% | – | |
| New | Sanofi-Aventis | $8,383,000 | – | 81,000 | – | 0.25% | – | |
| New | RTL Group S.A. | $8,114,000 | – | 99,365 | – | 0.25% | – | |
| New | Smiths Group PLC | $8,084,000 | – | 407,500 | – | 0.24% | – | |
| TTE | New | Total S.A. (ADR) | $8,039,000 | – | 165,070 | – | 0.24% | – |
| New | Roche Holding AG | $8,018,000 | – | 32,280 | – | 0.24% | – | |
| New | Singapore Telecommunications L | $7,963,000 | – | 2,679,000 | – | 0.24% | – | |
| New | PT Telekomunikasi Indonesia Pe | $7,938,000 | – | 7,003,500 | – | 0.24% | – | |
| New | Zurich Insurance Group AG | $7,750,000 | – | 29,930 | – | 0.24% | – | |
| New | Imperial Tobacco Group PLC | $7,724,000 | – | 223,350 | – | 0.23% | – | |
| New | Muenchener Reuckver AG | $7,571,000 | – | 41,190 | – | 0.23% | – | |
| New | Lukoil OAO | $7,499,000 | – | 130,650 | – | 0.23% | – | |
| BTI | New | British American Tobacco PLC ( | $7,445,000 | – | 72,320 | – | 0.23% | – |
| New | Nestle S.A. | $7,143,000 | – | 109,100 | – | 0.22% | – | |
| New | Reckitt Benckiser Group PLC | $6,937,000 | – | 98,400 | – | 0.21% | – | |
| New | BAE Systems PLC | $6,494,000 | – | 1,118,000 | – | 0.20% | – | |
| New | Sonic Healthcare Ltd. | $6,116,000 | – | 451,170 | – | 0.19% | – | |
| New | Tesco PLC | $5,765,000 | – | 1,147,000 | – | 0.18% | – | |
| New | North Atlantic Drilling Ltd | $5,498,000 | – | 651,863 | – | 0.17% | – | |
| New | Taiwan Semiconductor Manufactu | $4,823,000 | – | 1,302,229 | – | 0.15% | – | |
| ICL | New | Israel Chemicals Limited | $4,795,000 | – | 485,800 | – | 0.15% | – |
| New | Stella International Holdings | $4,619,000 | – | 1,674,000 | – | 0.14% | – | |
| RIOCF | New | RioCan Real Estate Investment | $4,187,000 | – | 174,100 | – | 0.13% | – |
| New | Royal Dutch Shell Class B | $4,129,000 | – | 125,100 | – | 0.12% | – | |
| New | GDF Suez | $4,017,000 | – | 205,400 | – | 0.12% | – | |
| New | KT&G Corp. - LOCAL | $3,700,000 | – | 56,945 | – | 0.11% | – | |
| New | StatoilHydro ASA | $3,460,000 | – | 168,600 | – | 0.10% | – | |
| New | Industrias Penoles S.A. de C.V | $3,360,000 | – | 111,750 | – | 0.10% | – | |
| COSWF | New | Canadian Oil Sands LTD | $3,277,000 | – | 176,550 | – | 0.10% | – |
| CIG | New | Companhia Energetica de Minas | $2,540,000 | – | 283,118 | – | 0.08% | – |
| New | BHP Billiton Ltd. | $2,111,000 | – | 73,500 | – | 0.06% | – | |
| KBR | New | KBR Inc. | $865,000 | – | 26,630 | – | 0.03% | – |
| HAL | New | Halliburton Co. | $862,000 | – | 20,650 | – | 0.03% | – |
| New | Danone S.A. | $873,000 | – | 11,650 | – | 0.03% | – | |
| DIS | New | Walt Disney Co. | $789,000 | – | 12,500 | – | 0.02% | – |
| WFC | New | Wells Fargo & Co. | $792,000 | – | 19,200 | – | 0.02% | – |
| OXY | New | Occidental Petroleum Corp. | $794,000 | – | 8,900 | – | 0.02% | – |
| BDX | New | Becton Dickinson & Co. | $805,000 | – | 8,150 | – | 0.02% | – |
| CAH | New | Cardinal Health Inc. | $800,000 | – | 16,950 | – | 0.02% | – |
| New | ABB Ltd. | $771,000 | – | 35,550 | – | 0.02% | – | |
| New | Novartis AG | $773,000 | – | 10,900 | – | 0.02% | – | |
| SJM | New | J.M. Smucker Co. | $748,000 | – | 7,250 | – | 0.02% | – |
| F113PS | New | Covidien Plc. | $743,000 | – | 11,820 | – | 0.02% | – |
| HAS | New | Hasbro Inc. | $740,000 | – | 16,500 | – | 0.02% | – |
| DPS | New | Dr Pepper Snapple Group Inc. | $737,000 | – | 16,050 | – | 0.02% | – |
| GLW | New | Corning Inc. | $729,000 | – | 51,200 | – | 0.02% | – |
| NEM | New | Newmont Mining Corp. | $726,000 | – | 24,250 | – | 0.02% | – |
| New | Unilever N.V. | $690,000 | – | 17,550 | – | 0.02% | – | |
| BBT | New | BB&T Corp. | $706,000 | – | 20,850 | – | 0.02% | – |
| CSX | New | CSX Corp. | $706,000 | – | 30,450 | – | 0.02% | – |
| MDT | New | Medtronic Inc. | $682,000 | – | 13,250 | – | 0.02% | – |
| AET | New | Aetna Inc. | $702,000 | – | 11,050 | – | 0.02% | – |
| TMO | New | Thermo Fisher Scientific Inc. | $656,000 | – | 7,750 | – | 0.02% | – |
| BAX | New | Baxter International Inc. | $665,000 | – | 9,600 | – | 0.02% | – |
| WAG | New | Walgreen Co. | $617,000 | – | 13,950 | – | 0.02% | – |
| ORCL | New | Oracle Corp. | $620,000 | – | 20,200 | – | 0.02% | – |
| BWA | New | BorgWarner Inc. | $620,000 | – | 7,200 | – | 0.02% | – |
| New | Belgacom | $621,000 | – | 27,700 | – | 0.02% | – | |
| TSM | New | Taiwan Semiconductor Man. Co. | $577,000 | – | 31,500 | – | 0.02% | – |
| SU | New | Suncor Energy Inc. | $594,000 | – | 20,150 | – | 0.02% | – |
| DVN | New | Devon Energy Corp. | $558,000 | – | 10,750 | – | 0.02% | – |
| CB | New | Chubb Corp. | $521,000 | – | 6,150 | – | 0.02% | – |
| C | New | Citigroup Inc. | $508,000 | – | 10,600 | – | 0.02% | – |
| New | Hyundai Motor Co. | $462,000 | – | 2,340 | – | 0.01% | – | |
| New | Aia Group Ltd | $466,000 | – | 110,000 | – | 0.01% | – | |
| CPA | New | Copa Holdings S.A. | $468,000 | – | 3,570 | – | 0.01% | – |
| LPS | New | Lender Processing Services Inc | $459,000 | – | 14,200 | – | 0.01% | – |
| New | SAB Miller PLC | $469,000 | – | 9,800 | – | 0.01% | – | |
| New | Philippine Long Distance Tel | $463,000 | – | 6,805 | – | 0.01% | – | |
| JCI | New | Johnson Controls Inc. | $423,000 | – | 11,820 | – | 0.01% | – |
| ALL | New | Allstate Corp. | $414,000 | – | 8,600 | – | 0.01% | – |
| ASX | New | Advanced Semiconductor Enginee | $433,000 | – | 106,550 | – | 0.01% | – |
| New | Axiata | $415,000 | – | 198,000 | – | 0.01% | – | |
| SBRCY | New | Sberbank Sponsored | $444,000 | – | 39,000 | – | 0.01% | – |
| MOS | New | Mosaic Company | $396,000 | – | 7,350 | – | 0.01% | – |
| New | Powszechny Zaklad Ubezpiecze | $394,000 | – | 3,200 | – | 0.01% | – | |
| SPIL | New | Siliconware Precision Ind. Co. | $390,000 | – | 62,150 | – | 0.01% | – |
| New | Bidvest Group Ltd | $367,000 | – | 14,890 | – | 0.01% | – | |
| ITW | New | Illinois Tool Works Inc. | $360,000 | – | 5,200 | – | 0.01% | – |
| New | Macquarie Mexico Real Estate | $370,000 | – | 172,650 | – | 0.01% | – | |
| New | Elbit Systems Ltd. | $368,000 | – | 8,720 | – | 0.01% | – | |
| New | Asseco Poland SA | $371,000 | – | 29,000 | – | 0.01% | – | |
| LUKOY | New | Lukoil Holdings (ADR) | $355,000 | – | 6,150 | – | 0.01% | – |
| ASNA | New | Ascena Retail Group | $352,000 | – | 20,150 | – | 0.01% | – |
| New | Fibra Uno Administracion | $341,000 | – | 102,500 | – | 0.01% | – | |
| OZRK | New | Bank of The Ozarks Inc. | $314,000 | – | 7,250 | – | 0.01% | – |
| F102PS | New | The Babcock & Wilcox Company | $323,000 | – | 10,750 | – | 0.01% | – |
| ABV | New | Companhia de Bebidas das Ameri | $331,000 | – | 8,850 | – | 0.01% | – |
| BSMX | New | Grupo Financiero Santander | $329,000 | – | 23,150 | – | 0.01% | – |
| OCR | New | Omnicare Inc. | $334,000 | – | 7,000 | – | 0.01% | – |
| New | MMI Holdings Limited | $314,000 | – | 140,450 | – | 0.01% | – | |
| New | Safaricom | $338,000 | – | 4,435,000 | – | 0.01% | – | |
| New | Ecobank Transnational INC | $339,000 | – | 3,700,000 | – | 0.01% | – | |
| TDW | New | Tidewater Inc | $333,000 | – | 5,850 | – | 0.01% | – |
| ITT | New | ITT Corp. | $324,000 | – | 11,000 | – | 0.01% | – |
| New | Major Cineplex Group | $322,000 | – | 476,000 | – | 0.01% | – | |
| ALR | New | Alere Inc. | $284,000 | – | 11,600 | – | 0.01% | – |
| CHL | New | China Mobile Ltd. (ADR) | $308,000 | – | 5,950 | – | 0.01% | – |
| LECO | New | Lincoln Electric Holdings Inc. | $281,000 | – | 4,900 | – | 0.01% | – |
| BBG | New | Bill Barrett Corp. | $282,000 | – | 13,950 | – | 0.01% | – |
| AVT | New | Avnet Inc. | $299,000 | – | 8,900 | – | 0.01% | – |
| SPR | New | Spirit AeroSystems Holdings In | $295,000 | – | 13,750 | – | 0.01% | – |
| New | Zenith Bank PLC | $292,000 | – | 2,400,500 | – | 0.01% | – | |
| WBC | New | WABCO Holdings Inc. | $291,000 | – | 3,900 | – | 0.01% | – |
| New | Kinsus Interconnect Tech | $285,000 | – | 75,000 | – | 0.01% | – | |
| New | Lippo Malls Indonesia Retail | $313,000 | – | 810,000 | – | 0.01% | – | |
| CYH | New | Community Health Systems Inc. | $277,000 | – | 5,900 | – | 0.01% | – |
| New | Lippo Karawaci TBK PT | $271,000 | – | 1,770,000 | – | 0.01% | – | |
| New | Pacific Hospital Supply Co | $262,000 | – | 76,000 | – | 0.01% | – | |
| XEC | New | Cimarex Energy Co. | $263,000 | – | 4,050 | – | 0.01% | – |
| HBM | New | HudBay Minerals Inc. | $267,000 | – | 40,450 | – | 0.01% | – |
| ITRI | New | Itron Inc. | $274,000 | – | 6,450 | – | 0.01% | – |
| New | Pinar Sut Mamulleri Sanayii | $218,000 | – | 26,000 | – | 0.01% | – | |
| New | Lafarge Cement Wapco | $222,000 | – | 430,000 | – | 0.01% | – | |
| TKC | New | Turkcell Iletisim Hizmetleri A | $243,000 | – | 16,900 | – | 0.01% | – |
| RTI | New | RTI International Metals Inc. | $233,000 | – | 8,400 | – | 0.01% | – |
| NIHDQ | New | NII Holdings Inc. | $226,000 | – | 34,000 | – | 0.01% | – |
| WRB | New | W.R. Berkley Corp. | $227,000 | – | 5,550 | – | 0.01% | – |
| HUBB | New | Hubbell Inc. Cl B | $224,000 | – | 2,265 | – | 0.01% | – |
| CRL | New | Charles River Laboratories Int | $217,000 | – | 5,285 | – | 0.01% | – |
| CBRL | New | Cracker Barrel Old Country Sto | $219,000 | – | 2,310 | – | 0.01% | – |
| New | Standard Chartered PLC | $223,000 | – | 10,150 | – | 0.01% | – | |
| New | PetroChina Co. Ltd | $182,000 | – | 171,000 | – | 0.01% | – | |
| New | Television Broadcasts Ltd. | $203,000 | – | 29,500 | – | 0.01% | – | |
| New | Ascendas India Trust | $174,000 | – | 309,000 | – | 0.01% | – | |
| New | Berjaya Sports Toto Berhad | $174,000 | – | 125,666 | – | 0.01% | – | |
| CVBF | New | CVB Financial Corp. | $178,000 | – | 15,100 | – | 0.01% | – |
| New | Richard Pieris & Co | $126,000 | – | 2,384,102 | – | 0.00% | – | |
| New | Arcelik AS | $145,000 | – | 22,000 | – | 0.00% | – | |
| New | Ind & Comm BK of China | $144,000 | – | 228,000 | – | 0.00% | – | |
| New | Bosideng Intl Hldgs Ltd | $95,000 | – | 454,000 | – | 0.00% | – | |
| New | CS Loxinfo - Foreign | $62,000 | – | 159,200 | – | 0.00% | – | |
| New | Indo Tambangraya Megah PT | $57,000 | – | 20,000 | – | 0.00% | – | |
| New | Alliance Global Group Inc | $54,000 | – | 100,000 | – | 0.00% | – | |
| New | Great Wall Motor Company | $56,000 | – | 13,000 | – | 0.00% | – |